Downloaded files get deleted on exiting firefox?

Firefox android: 65.0.1 stable Files downloaded via Firefox are getting deleted on exiting using the Quit button. I have enabled the option to 'Clear private data on exit' under Settings > Privacy and ticked everything there including 'Downloads'. However in my understanding it should be deleting the download history, and not the downloaded files themselves. Is this a bug or is this intended behavior? Never had any such problem on FF desktop. Also I have tried it across devices and the issue is consistent, even on fresh install.