This is the first time I recall that I've ever had this happen, but Firefox is not asking me where to save files, even though I have "Always ask you where to save files" selected.
I just generated a new password recovery key for my skiff email address, and it instantly downloaded it to my "Save files to" location instead of prompting me.
I'm on 115.0.2 64-bit on Windows 10
Could this be just a bug with the latest update? Is it something I should submit to bugzilla?
