I use this feature very heavily for work, it saves a few clicks each time and is very convenient as I download files from a server and save them in specific locations.
The setting I had enabled in the "downloads" settings changed from
"Ask where to save each file before downloading" to "Ask me what to do with each download"
It seems like this removed the handy shortcut I was using since I started using Edge.
Is there a way to re-enable this feature or another way to open each download automatically in a "save as" prompt?