Using Storage sense on Windows 10 PC? You should disable this option.

[Windows Central]

If you use Storage sense on Windows 10, you should probably disable this option to keep your downloaded files.
On Windows 10, Storage sense is a feature that optimizes the space automatically when your computer is running low on storage. If enabled, the feature can delete junk files, such as temporary system files, items you sent to the recycle bin, and many other files to free up space.
While it's a handy feature, the only caveat is that Storage sense also treats those files you downloaded from the internet as temporary files, which means that if you don't configure the feature correctly, you may end up losing many important documents and pictures stored in the "Downloads" folder.

Full story from the WindowsCentral blog...