Save documents files in the temp folder when open with local readers/writers softwares

Hello, I regularly open pdf files and other documents with local readers/writers by selecting the option "open with". My big issue is that the files are yes opened with the local reader, but they are also automatically downloaded in the "Download" folder. Before files were stored in a temporary folder, and I would like to continue like that because my "Download" folder is exploding and it's a mess! Or, at least, there should be an option to select where to download automatically the files when I select the "open with" option. So I can chose a folder that I now is to be trashed. Thank you!