Save multiple attachments

I have to view each attachment, save into my  Finder. Why can't  I save All Attachments? Also, why does it not remember the  last place I have saved attachments? Every doc I want to save, I have to choose the iCloud folder, then Documents, then the  subfolder and hope I don't have to deep dive further subfolders down... the next  attachment, I have to repeat. Annoying!