Microsoft is offering improved file download options in Edge Canary.
The latest version of the browser now offers Open, Save, and Save as options after you download a file.
The feature is not available to all Edge Canary users at present and is being delivered to some users via controlled roll-out.
The new behaviour is similar to the older IE and EdgeHTML browsers and offers more control, unlike the current Chromium version, allowing you for example more control over the file name and download destination.
The feature is currently only available to some Edge Canary users, but should eventually roll out to all Edge users in a number of weeks.