Saving an address is for convenience, but it doesn't mean you won't double or triple check the details. What you did remains a must regardless if you manually put the address or use one from the saved list. Although transactions within centralized exchanges could be reversed, this  standard practice to triple check details is one lesson that Bitcoin's irreversibility teaches us.

Also, an address should only be saved if you're going to use it over and over again. Normally, it's also your address. If it's just a transaction which might not be repeated in the near future, I think the address shouldn't be saved.