Recording Controls Output Format, "FIT and GPX"

In the Setup Menu, under "Recording" and then "Advanced Setup", and then "Output Format", I can choose either "FIT" output or "FIT and GPX" output.

When I choose "FIT and GPX", I expect to see a saved, recorded file within both the "Recorded Activities" folder (FIT) and the "Saved Tracks" folder (GPX).

However, I only get a saved file under the "Recorded Activities" folder.

Why is that?