Just enter it manually after selecting the file type (format) as Hudson555x has shown.
I’ve never had to manually type out the mp4 extension.
Maybe in other OS’s than Windows 10 you would have to.
When I first started with Shotcut, this had me confuzzled too.
I use W10 Pro 64 bit. If you change the export resolution to differ from the source, you have to type the extension.