I suspect you aren't currently connected to the target -> You need to have an active debug connection down to the target MCU in order to view (and hence save) memory.
This can either be a standard debug connection, or if you have already got everything programmed down to memory, you could start an attach-only connection (see section 10.3.1, "Connecting to a running target (attach)" of the MCUXpresso IDE v10.1 User Guide for more details).
Then once the target is paused, open a Memory view onto the start of flash, and you should then be able to save.
Regards,
MCUXpresso IDE Support