In this case, I think you don’t really have a choice.
By that, I mean, the activity expects a filename as input, not a folder as input. When you provide a folder name as input, it considers that as the filename and tries to create a file by name NoYearFiles (no extension).
This is not expected behaviour.
If you don’t want to change the filename (and from screenshot, I get the sense that you already know the filename since you’re passing it in the ‘From’ field) then just use the same string after
PathToProjectFile + NoYearFiles + "<Filename>.<ext>"
Assign → strFilename = "<Filename>.<ext>"
From → In_Desktop + "\Sorting_Annual_Reports_Project\.........\" + strFilename
To → PathToProjectFile + NoYearFiles + strFilename