I understand. If you watch the folder during processing i guarantee you will see a random file name ending in .tmp appear briefly in the folder (make sure you can view hidden files). This happens every single time you download a file.
The reason that happens is because the activity is moving too quickly for your network - therefore it sees the .tmp file that gets created in windows for every file you download and is assuming that is the completed file you want. However, you don’t want the .tmp file, you want the actual completed file (.xlsx, .pdf, .jpg, whatever). My proposed solution is to check the output you are getting from the download file activity. If it ends with .tmp then you have the temporary file and you should check the folder again to see if the download has finished. Do this with a retry loop and play around with the time settings (ideally it is coming from your config instead of hardcoded) as different file sizes and network speeds can affect how long the download will take.
At my company, our standard retry timer is to wait 5 seconds between tries and the standard retry counter is set to retry 10 times. This generally takes ~1min even though 5x10 is 50 seconds. If the file hasn’t downloaded by that time we want an error thrown as something is wrong. If you are downloading extremely small files you may want to adjust downward. If you are downloading extremely large files you may wish to adjust upward.