Solidworks doesn't do this directly but to be honest, it should incorporate this as an option for drawings. What you could do however is create a macro and assign this to a button that runs the macro. You could use this button as your new "save" button. You could even assign it the save picture so it looks like the original if you wanted to.
What I use is a batch program that just takes a bunch of drawings and converts them to pdf's in their working directory. This of course is a second process but it's what I'm used to doing.
I've clipped some of the macro and altered it a little to do what you want. I'm sure this can be cleaned up, but for now this works. Just create an empty macro and paste this.
Dim swapp As Object Dim part As Object Dim FileName As String Dim NewFileName As String Dim FilePath As String Dim FileCount As String Dim fileOpenErrors As Long Dim PartNo As String Dim Name As String Dim num1 As Integer Dim num2 As Integer Dim Counter As Integer Dim TypeFile As Long Dim TypeFileSave As String Dim str1 As String Dim SaveRetval As Long Dim DirRetval As Boolean Dim CurrDirFilePath As String Dim tempstr As String Dim tempstr2 As String
Set swapp = Application.SldWorks Set part = swapp.ActiveDoc