We have two different PCs running Chrome 63, FireFox 57 and Windows 10 Fall Creators Update. When "Ask where to save each file before downloading" has been turned on, Machine A immediately brings up a prompt when a download begins, Machine B downloads the entire file, then brings up the same prompt.
When that setting is turned off, Machine A shows the file download progress in a bar at the bottom of the browser window. Machine B downloads the entire file, THEN shows the download in the bottom of the browser window as fully downloaded.
This behavior is essentially identical in FireFox and Chrome leading me to wonder if this is some OS-level setting.
This is NOT the "Ask where to save each file before downloading" option found in Settings->Advanced->Downloads.
This is a youtube video that attempts to demonstrate the behavior from a screen capture I ran: https://youtu.be/xApCXRCJze8 Unfortunately, it does not show the popup window from the browser, but you can see what timing issues I'm describing here.