I'm not on a clean install either, and I have changed the save location from iCloud to a local folder a zillion times. It is similar to how Apple pushes iCloud on iOS, with notifications that can only be "dismissed" by clicking through to an iCloud advert. Steve is rolling over in his grave.
I guess I'm one of those old-fashioned folks who thinks that having a functionality enabled shouldn't mean that it's used as the default (even after the user repeatedly changes it).
