I will also chime in that this is an unfortunate behavior in Opera 15+. I too used to have Opera automatically open .torrent files from a temporary directory rather than have them clogging up my downloads folder. Manually removing them later is a slight annoyance.
So with that in mind, I hope to take a different approach. Is it possible to set specific filetypes to download to different directories automatically? The goal would be to have all .torrent files download to somewhere like .\Downloads\torrents\.