Google Chrome Annoying Download warning
Solution 1:
This issue has been brought up a few times, and the answer unfortunately seems to be no. If you know your way around source code, the Chromium project may be of interest. You can hack away at the code and remove the warning.
Solution 2:
I know this is very counter-intuitive but I just did it and it stopped the exe download warning for me. Enable this option: [Protect you and your device from dangerous sites] Yeah, I know, it doesn't make sense, but enabling it resolved my issue on Chrome v59. I would think the exact opposite would be true but no, this did it.