Android handle medias in a more advanced way than the Windows Phone, meaning that you don't need to enable any "Save to gallery" option in WhatsApp, like you had to do in your old Windows Phone. This is because Android gallery indexes and shows any media on your phone, regardless of the app they're coming from.

Due to popular request, latest WazzapMigrator releases automatically hide the WhatsApp images from the stock Android gallery, in order to avoid polluting it with hundreds of album called "01", "02", "03" due to the way they were originally stored in the Windows Phone. If you really want to see them anyway in your gallery, just install QuikPic, an advanced gallery able to show them regardless if they're hidden or not. Folder is WhatsApp/WhatsApp Images

Gallery polluted with imported iOS albums - 1 Gallery polluted with imported iOS albums - 2