I'm not sure that's the problem you're having, but worth a shot.

You have two 'types' of downloads on Firefox.

There is the 'Files and Applications' section, and right below it, you have another option for 'other files'.

Try to change the second option to 'Ask whether to open or save files'.

No idea about Windows right now, but on Linux (on 2 distros) both of the options work for me. Both on Firefox itself, and on a fork called Librewolf.