Save As if Download folder is set by GPO

I've configured https://docs.microsoft.com/en-us/DeployEdge/microsoft-edge-policies#downloaddirectory to set default download folder.

On same versions (Dev/Beta) there is no fodler prompt if right click an a web image ans select "Save as" and the image is saved straight to defined download folder.

Other versions give a save as file dialog - even if a download folder is set by GPO.