It's a bug. When you create a new deck, the client is supposed to show the format dropdown right away in the main deckbuilder. It's documented in our system, and we will get a fix out when we can.
(By the way, this would be an incredibly ineffective way to try to "force" players into a game mode anyway. Even if it did result in more decks of that type being saved, players still choose what format they want to play when they enter a queue or an event! It wouldn't accomplish anything except frustrating players, as evidenced by this and other posts about the issue.)