When you go to Open Folder the Folder Viewer Menu appears. Under option 2 'Choose list type' when you choose the Download list option it does not save. If you hit next, then go back to option 2, download list is no longer selected. It reverts back to the option that was selected before download list. If you select download list then continue hitting next until the end, the download list is created. But anytime you go back to option 2 'Choose list type' it changes from download list to a different one.
This only occurs with the download list option and none of the other options.