This is a limitation of the Firefox 57+ extension system. Firefox does not allow extensions to save files to arbitrary locations, and this extension workarounds it by launching the built-in download manager, with the fully downloaded file. Before the task finishes, there is no complete file to give to the built-in download manager, so this workaround cannot be used and there is no way to prompt for the location.

If the location window always pop-ups twice, your browser may be affected by disabling "out of process extensions". See the wiki for details: https://github.com/jingyu9575/multithreaded-download-manager/wiki/Problems-with-disabling-the-feature-%22out-of-process-extensions%22