File extensions

There is no magic Finder setting other than turning on all filename extensions (including applications, etc.) which is very cluttered. Some application save dialogs may add the extension, and others may not. At this point in time, there are three options:

1. Get in the habit of manually adding the file extension in Save dialogs where it is missing
2. Click on the file, and press ⌘-i, and on the Get Info panel, uncheck Hide extension.
3. Implement two Automator Quick Actions that allow you to select a file, and then right-click and choose the appropriate Quick Action from the secondary Quick Actions sub-menu. Either show, or hide the file extension(s).
   1. I show how to implement these in this older post.

in Finder > Preferences > Advanced

add a check mark to "show all filename extensions"

I do not post absurd advise, just the options you are faced with in the present Catalina release. No argument on developer's losing track of user productivity requirements. You can install Windows 10 via Boot Camp on your Mac, and then just never boot into macOS if using Windows is your answer to a productivity solution.

maybe finder just don't display them?

I use a free file manager called double commander it display extnsions by default