In Windows 10, Microsoft introduced "Storage Sense", which automatically cleans up files in temporary locations so that they don't consume space on your local computer's hard drive or your Microsoft OneDrive quota. By default, we have files set to purge after 14 days from the following locations:
- Downloads
- Recycle Bin
Since presumably downloaded files can be re-downloaded, and Recycle Bin files are put there for a reason, this usually causes no issues for users, but occasionally users want to keep certain downloaded files. Simply move those files from Downloads into your Documents or Desktop folders and they'll persist indefinitely (and be backed up with Microsoft OneDrive as well).