Edge "Your files are still downloading" prompt on exit when using IE Mode

When downloading files using IE Mode (Compatibility) through Edge, they download and finish fine. Upon trying to close the Edge browser later it gives a warning - see attached. Selecting to close anyway closes the browser without a problem - it's just the annoying pop-up.

If you select Continue downloading, the IE downloads window opens and all downloads have already finished. Checking the Edge downloads area, all downloads have already finished. I can reproduce this issue on any PC running the latest version Edge 80.0.361.66 (64Bit) when using IE Mode. It's like IE/Edge aren't talking to each other that downloads are actually finished and giving this pop-up.

- When downloading files in IE by itself, the issue isn't present.

- When downloading files in Edge by itself, the issue isn't present.