Hi,
By default, the field value should be saved to the database (table wp_postmeta). But in some advanced cases, you do not want to save the value to the default table and want to use that value for other purposes like sending emails, or updating another field value ... then you can use the Classic editor and disable this option.
If you use the Block editor (Gutenberg), just don't pay attention to this, the field value is still saved to the database.