This is a known Issue.
For More Information see: save pdf to download folder doesn't work
This is one of many acknowledged bugs that can be found in the Known Bug List thread here in the Report an Issue section of the forum.
It can also be downloaded as a database file from: https://www.dropbox.com/s/jt09b82i0xijbu3/FMP%20Bugs.zip
Thank you for the post.
Phil is correct about the previous report. Additionally, I added your comments to the original report made to Testing and Development.