fix: Only display the "can't keep downloads" warning when asked to keep downloads

[benblank]

Summary

Currently, the warning which is intended to alert users that the download directory can't be kept only appears if they haven't asked for it to be. This fix just rearranges the logic a bit so that the warning instead only appears if the download directory should be kept, but can't be (because it doesn't exist).

Fixes: #1711