Microsoft is porting a feature from Edge Classic that gives users more control over how they can download files in the browser. In Microsoft Edge Dev and Canary versions greater than 87.0.629.629, Microsoft has ported the original download options from the browser into their new browser. When you download a file, you will have four options to choose from; Open, Save as, Save, and Cancel. Once a file is downloaded, you can delete the file from your computer by clicking on the menu and selecting Delete.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-edge-now-gives-you-more-control-of-your-downloads/