I'd like to see the same option in the new Edge that was added to the original Edge and is in Internet Explorer. That option is when downloading an executable file you can choose to run it or save it. I often am in a situation where I want to download an update for a program and don't care to save it before running it if it's a small file.
I was very happy when this option was added to the current Edge and I most certainly hope it is scheduled to be added to the new Edge.
@Elliot Kirk I also hope you will provide a "Save As" option, like the current Edge (and Internet Explorer), which would allow you to download the file to a directory of your choosing. Currently, I have to go to the "Downloads" folder and move it each time after the download completes.