How it was before :
1) A window ask what to do 2) We choose where to save the file (optional)
From what I understand the plan was to remove the first part so we can have promptless downloads.
I'm okay with that but instead of removing it we could merge the two windows together.
(it's ugly but that's just an idea)
The window being already optional those who want a promptless experience can opt out, those who prefer to choose location or action every time can opt in with one single window, and everyone is happy. Of course using the native file dialog this way is not possible but nobody cares if it's not the native one I guess?
I guess, explorer shell wouldn't allow to change it like that, but you can leave a vote for this idea about reverting/reworking the downloads (put your idea of changing the UX in comments): https://connect.mozilla.org/t5/ideas/please-revert-the-downloads-system/idi-p/1220