I have Airplayer 1.1.03 installed on both an iPhone 4S running iOS 5.1.1 and a new 4th gen iPad running iOS 6.0.1. On both the iPhone and iPad, the "Saved to Photo" message appears when I tap on the camera icon while viewing a JPG image. On my iPhone, the image is saved to Photos and I can view it, but nothing is saved to Photos on my iPad.
Also, please add AirPrint as an option when viewing Photos within Airplayer.