This is a pretty serious problem! I worked on a new project tonight for about an hour (thankfully it wasn't more than that) and tried to save it using "Download a Copy". It looked like the save worked perfectly. No warnings or error messages. So I quit Construct 3 and went to eat dinner. After I got back to the computer I couldn't find the file anywhere. Apparently, it didn't save and I lost everything.
Just to confirm the fix for this:
1. I had to go into Chrome Settings and under Downloads I turned ON the feature: "Ask where to save each file before downloading".
This STILL didn't work because, as noted above, Chrome is apparently blocking its own popup.
2. In Chrome Settings under Advanced / Privacy and Security / go to Popups. You need to ALLOW https://editor.construct.net