Hi Yogesh,

It is working as per the design. Instead of the new button, you can get an option to insert a new row at the end of List View (as shown below). The new row will get saved when you save/submit the form.

The design of embedded list is to keep the user at the same form and achieve insert/update without navigating to another form (like 'New' button does).

Hope this helps. Mark the answer as correct/helpful based on impact.

Thanks

Antin