Downloads Asking for Location In Private

Can you guys please change back or make an option to have downloads in a private window/tab automatically download to the same folder that non-private downloads already go to?
Having it ask me where to save the file every time is annoying, and it takes way too long for the explorer window to pop up. If I’m in a pinch and need to exit out of the window because someone is coming or something then I have to wait for the explorer window to pop up before I can close out of it which is anything but useful.