Apparently this problem has been going on for years and Mozilla does not see fit to fix it. I download a lot of files and have decided not to use Firefox as my default browser because it always puts files in the Downloads folder even with the "Always ask you where to save files" box checked.
I have never had that issue. I have a lot of other issues with the File Download, but not that.
Bear with me if these are stupid questions.
Anything else you can tell us?