Look again at your first picture. You saved the new file as an attachment to the existing CAD document. If you want the new file to be managed separately, you have to uncheck the box, "save to files to model's cad document" when saving.
Keep in mind that saving anythingto a workspace connected to Creo will automatically treat that file as a CAD model, even if it's not (PDF, IGES, STEP, DXF, STL, etc.). If you want to treat it as a (non-Creo) document that can be managed outside of Creo, then you should save it outside of the workspace (desktop, etc.) and then manually add it to a new (Windchill) document.