Is it possible to make the Files app the default explorer that opens when saving stuff?

I downloaded the Files app and have set as my default file explorer. It works when opening a folder but if I go to save something like a download from Chrome or a document in Word, they open Windows 11's default file explorer instead of Files. Is there a way to fix this so that the Files app is the explorer that opens?

Just to show that I have "Set Files as the default file manager" set in the settings.