Currently saving file output as PowerPoint is possible only doing workaround as in Megan's article (link below) using Render Tool. It might be more intuitive to implement PowerPoint to supported options in "Output Mode" dropdown.

https://community.alteryx.com/t5/Engine-Works/Reporting-in-Alteryx-Generating-a-PowerPoint-With-a-Gr...
Cheers,
Pawel