How do I choose the download location in Microsoft Teams?

When I download a file some has posted in a Teams chat, the file just downloads to my "Downloads" folder. In every web browser I've ever used, there is an option to have it ask you each time where you want a particular file to be downloaded to. Or, at the very minimum, there is a way to change the download folder that the browser uses. How can I do this in Teams?


The download location can not be changed as of now.

Dumb but true

They could have at least used a subfolder (so you could link or junction it) but they didn't.