https://www.bleepingcomputer.com/news/microsoft/psa-disk-cleanup-cleans-downloads-folder-in-windows-10-october-2018-update/

If you normally use the Disk Cleanup tool in Windows 10 to remove temporary and unnecessary files, after installing the Windows 10 October 2018 Update you need to be more careful. This is because Microsoft has quietly add the "Downloads" folder as an additional location that files can be removed. 

Many people routinely use Disk Cleanup to to free up space by deleting older and unnecessary files. Over the years, users have gotten accustomed to just starting Disk Cleanup, checking all the default options, and then clicking the OK button to start the cleanup process.