Hmm, it varies depending on the content type.

For documents/images and other nonexecutable content, you have the choice to Open immediately (Firefox will keep the file in the Temp folder) or save and then open manually (Firefox will store the file in your choice of folder). Currently there isn't a combination of Open + Save in your choice of folder. That might be nice because users sometimes don't realize or forget that files in the Temp folder could be removed by Windows at any moment.

For executable content such as EXE files, Firefox does not allow immediate opening. This is unlikely to change.

To submit suggestions for Firefox feature changes, you could use one or more of the following (depending on whether you want a suggestion box or a discussion):

• Feedback: https://qsurvey.mozilla.com/s3/FirefoxInput/
• Reddit: https://www.reddit.com/r/firefox/
• Twitter: https://twitter.com/firefox
• Facebook: https://www.facebook.com/Firefox

By the way, extensions can open downloads, but I don't think they can do it automatically, I think based on the following document that there needs to be a user action such as clicking a button or choosing from a right-click context menu.

https://developer.mozilla.org/docs/Mozilla/Add-ons/WebExtensions/API/downloads/open