When installing an update, it is a good idea to take at least a quick look at the list of major changes. This is especially true when there is a jump in the major version number, such as a jump from version 2.x.x to 3.x.x.
There’s a brief summary of the major changes in Audacity 3.0.0 here: https://www.audacityteam.org/audacity-3-0-0-released/
Thankyou Steve, the files have been upgraded to aup3. However, once you’ve imported the file and try to save it it’s still confusing when the warning pops up saying “Save As” is for aup files, not Imported audio files", or words to that effect.
However if you click OK, meaning, (to me anyway), “Yes I understand that”, the Save As facility opens up and you can save it as an aup3 project.
That message is just for information. It was added to Audacity because so many new users (incorrectly) expected that a saved Audacity project should play in a normal audio player. The reality is that Audacity projects are for Audacity only - for a normal audio file you have to “Export”.
In short, it’s not an error and not a warning, it’s just information. Just click through to continue saving the project (or use one of the “Export” commands if you want a normal audio file).