When the old download dialog appear in new Opera I will be Opera user again. I'm switched to Vivaldi, what use the Chromium engine as new Opera and HAS the download dialog!
I can't understand who found out this stupid behaviour? The download folder is a Temp folder now what never auto-empty 
In old Opera if I clicked Open/Run, the file downloaded to a real temporary folder and deleted when closed Opera. If I wanted to keep the downloaded file I selected "Save as" and just double click on it in the download manager when finished.