There are two problems with an open button. First, lets say a normal user just want to download an important file. The open option sounds good, so the user use it to view the file. And then, a bit later, the user want to find the file again, but then it turns out that it's been removed.
If "a bit later" is during the same browser session, the file should be still there. And nobody should care for "normal user" not knowing what the open button on the download dialog is designated for. It's the same, be it Firefox, Chrome, Safari, even IE and Opera before v. 15.
It's similar to
target="blank" property which is now non-valid for good reason. It's all up to the user to decide whether to open the link in new tab or in the same tab. And no one should force me to open the link in the new tab to help me avoid loosing the current page, when I consciously choose to discard the old page and reuse the current tab.
Secondly, as leocg said, if the user knows what the function of the open button is (ie. that the file will be removed later automatically), and counts on that, what if the file isn't removed and slows down and fills up the computer in a temp folder? Windows is known for that.
If the folder is not auto-cleaned, then it's not the temp folder in my opinion. If there are no pre-configured temp directories in Windows, it's possible to create one in one of the Opera paths. And force empty the directory on exit or when its size exceeds the limit (could be configurable).