Hi, thank you for using Intuit ProFile Community

ProFile stores files in the applicable year, for example 2018T1, 2019T1 each have their own folder. All T2 returns are saved in the same folder in the default installation so the feature was not implemented. 

I apologize for the inconvenience but, this would be a great enhancement  idea for product development to look at; you could add this in the feedback app in the help menu