I am running Sierra, but I am sure the problem is as bad, or worse, in High Sierra.
I don't want to store files in iCloud, unless I decide to. But now, when I go to save a new file in Keynote, I don't even get a dialogue box: it is automatically put into iCloud, and I have to manually save it elsewhere. I have thought about turning iCloud off, but I don't mind having system prefs saving stuff there - just not my voluminous workfiles that I share via DropBox instead. How do I stop this happening?