On Windows 10, Disk Cleanup is a legacy tool that has been around a long time to safely delete temporary files to free up space on your device. However, with the October 2018 Update, a new change was added to include the ability to remove the contents from the Downloads folders to reclaim even more space.
Although the option was not selected by default, because the tool has worked the same way for years, it was easy to make a mistake and delete everything within the Downloads folders. Thankfully, Microsoft is now acknowledging that it can be a problem, and starting with the 20H1 update, Windows 10 will no longer include the option to delete the files from the Downloads folder.
However, it appears that the option will only be removed from the legacy Disk Cleanup tool as the Temporary files settings page in Storage sense still shows the Downloads option.