Hi Micahel,
I'm Sumit, here to answer your query at the Microsoft Community.
Apologies for any inconvenience you are experiencing. I am happy to help you today.
Please use Copilot in PowerPoint; the website Copilot.microsoft.com does not support creating the files or downloading them by design. More details here:
https://support.microsoft.com/office/create-a-n...
If you just bought Copilot Pro and do not have a 365 subscription, consider canceling Copilot Pro and buying the 365 subscription instead. The 365 subscription has Copilot services built-in.
I hope this information is helpful. If you have any further questions, please feel free to reach out to us. Good luck!