Since Microsoft Edge switched to Chromium, the in-browser file download system has lost practicality and no longer allows you to have any control over downloaded files. This simplification has no doubt confused fans of Edge, and Microsoft seems to have understood it. The Redmond giant has indeed planned to modify its operation to offer it the options that once existed on the classic Edge.
With the older version of Microsoft Edge, when the user downloaded a file, including software, they had the option of immediately downloading and running the program, saving it to the default directory (Downloads), or choose a specific backup directory.
In Microsoft Edge Chromium version, all of these options are gone. This should not last, however. In the version 87.0.629.0 Developers and Edge Canary, Microsoft has obviously decided to reinstate the various options of Microsoft Edge Classic which offered more control over file downloads.
Very soon, users will be able to choose to Open (without saving), Save As, Save or cancel downloading an item. However, you will have to go to the browser settings and manually activate the option to take advantage of it.
Source: Bleeping Computer