Feedback about the download itself (I am using FF latest version, will NOT use Edge, Chrome, nor any browser derived from Chrome - for instance the versions of Opera for the past 2 years or so).
At the end of download, the download window displays a message under the file name: 'This file is not commonly downloaded'.
After download, the usual thing is to click 'Clear Download' to remove finished downloads and cancelled download from the list; THAT removed the downloaded file as well, as if it had been cancelled.
2nd attempt, clicking instead on the button to open the folder into which that file is downloaded, opens a pop-up (never seen before) warning that the file may be unsafe, and asking for manual confirmation.
Before that manual confirmation, the file was NOT available as a finished download in the download folder.
I suggest you might want to have a word with Mozilla.org