Possible Bug opening & downloading Files

Dear Support, I have a Bug (in my opinion), that if select Settings --> Downloads "Files and applications - Choose how Firefox handles downloaded files and content." e.g. for PDF -> open in Firefox (P1.png), and I click on a PDF-Link, the File opens in Firefox and is not downloaded (P2.png). In the Settings if I select the Action "Always ask" (P3.png), click on the PDF-Link and choose "Open with Firefox" (P4.png), the File get downloaded too (P5.png). So it is open with Firefox and save File? I think this Action is not wanted. Kind Regards Tobias