I ran into this exact problem with my Humble Bundle library. The way it gives "direct links" to download games is more like a mini app that Opera interprets as "multiple downloads" where after the first game downloaded it asks if you want to block multiple downloads from this page.

After a day of searching, this thread was the only thing that mentioned the problem. Seems Chrome has a special config page, chrome:config IIRC that Opera interprets as GoTo>Settings. In Chrome, this is actually an extended preferences page where the Ask/Block/Allow pages to start multiple downloads setting can be managed. Opera 46 has no such page or setting.

So it's off to the settings reset and reinstall for me.