I came across this thread while looking for a solution to the exact problem mentioned by the original poster and some comment posters.
The problem started occurring with fresh install of Opera for "the current user only" and I have been seeing "scoped_dir*" folders being created for "*.exe" files downloaded via Opera.
I have found a solution for myself while reading a comment by Moderator, @leocg, who asked whether the problem persists regardless of "which directory (a person) save the file"; and I have went to the settings, then searched for "download", then clicked on "Change" button for an item titled "Location under "Downloads", then selected the Download folder from a popup window titled "Browse for folder" by navigating to the path that reads "(drive):\Users(username)" instead of navigating to the path that reads "(username)\Downloads".
I do not know how Windows or Opera is coded to cause such a problem, as I am an average user with a little more knowledge for computers than people around me, but ".exe" files I downloaded have gone to the Downloads folder without creating "scoped_dir" folders after taking actions in the previous paragraph. I hope this helps to fix problems for others.