Downloading Attached File by Dragging to Finder

The function of downloading a file attached to a task by dragging it from the Mac app to the Finder folder seems to be a little broken. When I "drag download" a file in the web app, it goes directly to the folder I want. When I do it in the Mac app, the file appears in the Finder folder, but then the Mac app opens a dialogue box that asks where I want to download the file (even though it's already been downloaded.

If I hit "Cancel" it will remove/delete from the Finder folder the file I just dropped there. If I click "Okay" to download it to the "Download" folder, the file stays in the Finder folder I put it in, and doesn't appear in "Downloads"