This is still an issue. I don't see a reason why you have to wait for the file to download completely.
If it is a streamable format, it should be accessible right away, typically videos and music.
E.g. I start downloading a movie, start watching it and in the middle of the movie the download finishes. Opera cannot rename the file (it is blocked by the player), so it starts downloading again (deleting all progress). This really sucks!