Of course you can save those variable directly from the GUI workspace. And yes it is inefficient to transfer them to the base workspace, if they are not required there. Your code
save('path\myfile.mat');
will work just as well inside the GUI workspace as it does in the base workspace.
With a few minor differences basically every workspace (base or function) lets you do the same things: create variables, save them, call other functions, etc, etc. The difference are noted in the documentation (e.g. nargin), but functions like save can be called from any workspace.
You should read about the different workspaces:
and how to share data between them
Note that the most efficient way to share data is to pass them as variables, and the least efficient way is to use assignin or evalin (although beginners seem to love using these two functions they should be avoided).
