For save to disk its the Preferences->Save to Disk->File formats to save: setting.
When you have a device plugged in**, I think it's in one of the options of the Send to Device tool that should be in the toolbar. Why - because you might want to send different formats to different devices, e.g. AZW3 to a Kindle, KEPUB to a Kobo, and EPUB to your Samsung phone.
BR
** - I don't have enough grey matter left to cope with the complexities of plugging in devices.
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