I'm reporting this as an xfce bug, but to be honest that is just a wild guess.

I normally use the Brave browser, and a few weeks ago discovered I could no longer download files with it(for example PDFs). I did some experimentation, and found the same thing happening with Google Chrome and with Chromium.

The problem seems to be some kind of interaction between the browser and the file picker dialogue. The easiest way to trigger the bug is to right-click on a browser window and select Save As. What happens is that a file picker dialogue pops up for a fraction of a second and then disappears.

I thought maybe there was some unusual personal configuration so I tried using a different account with a vanilla home directory (i.e. one copied from /etc/skel) and the same thing happened. 

I can't find this problem reported anywhere else, so I'm thinking there must be something unusual about my setup. xfce is probably the least vanilla thing about it.