I finally understand the problem. Chrome renders pdf under what is called a shadow-root
In fact if you inspect the tab containing the pdf you will see something like #shadow-root(open). It’s sorta like iframe in the sense the HTML inside it is encapsulated. Katalon Studio currently doesn’t support recording this yet ( I don’t know any tool that does though ).
What you can do though is to use keyword SendKey to simulate Ctrl + S, as proposed in this post:
Then use Robot framework to click the button. It may take some work, but it can be done.