Windows 10’s 19H1 update will add a new warning message in the Disk Cleanup app for the Downloads folder. Windows 10 October 2018 Update added Downloads folder option to the both Disk Clean up and Storage Sense in the Settings app. Users can easily clear the junk including the downloaded content with just one tap. It’s a small change but it would help the customers who may accidentally check all options including the downloads folder. The warning reads: These are files in your personal Downloads folder. Select this is you d like to delete everything
Source: https://www.bleepingcomputer.com/news/microsoft/windows-10s-disk-cleanup-getting-a-new-warning-about-downloads-folder/