Hi,
It seems this is by design behavior for commercial account. As the article said, if you are using a commercial account, your new whiteboard will be saved as a .whiteboard file on OneDrive for Business. You can find all of your whiteboards in the Whiteboard folder.
https://support.microsoft.com/en-us/office/save-a-whiteboard-73983c7c-00fa-4f7f-9b72-d4e9e1221adc
If you have any feedback or suggestion about this behavior, you can try to give a feedback to Microsoft about your requirement.
Hope the information is helpful.
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