TheUPDATE! Microsoft heard our prayers and delivered!
As of now, this feature has been added (and more). Not only can you set the default download location, you can not be changed as of nowhave it prompt you for each file downloaded.
DumbI am not sure which versions specifically but mine true(which has it) is currently 1.6.00.33567 (12/5/23) running on Windows 11 22R2.
They could haveGoing to settings at least used a subfoldernow shows the following: (so you could link or junction itWOOT WOOT!) but they didn't
I hope this makes other people happy too.