This is how the downloads panel was working years ago. It was reverted because some users found it extremely annoying, and now it only opens for the first download as an onboarding effort, that was, imo, a sensible compromise. It is even more annoying if we also show the Save As dialog, because then you have to dismiss 2 things per each download. I think we should not make this change without an experiment or UR, or better identify what's the use-case we're trying to cover.
Bug 1709129 Comment 2 Edit History
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This is how the downloads panel was working years ago. It was reverted because some users found it extremely annoying, and now it only opens for the first download as an onboarding effort, that was, imo, a sensible compromise. It is even more annoying if we also show the Save As dialog, because then you have to dismiss 2 things per each download.