Whether a spool file goes on *SAV or not depends on the way the printer file is defined. The default for the SAVE parameter is *NO. You need to change all printer files for reports you want to go to *SAV or you can do an OVRPRTF to set this at run time.
Executing the command CHGPRTF FILE(*ALL/*ALL) SAVE(*YES) will change every printer file on the system to do this. This includes all IBM and user defined printer files. Just remember if you go this route and you load a new OS version you will probabaly need to do this again as the IBM printer files might be overlayed.