I think this covers the right path despite not using either of the
backend specific download code. They both either call `set_target()`
directly with a guessed filename or from the prompt question. When
called directly though that basename set by `_init_item()` is used.
It's a little high level but we already know that sanitize_filenames
does, I wanted to test that it gets called.
We originally made it per-window in b502280c06 for
issue #228, but that was back when we still needed window IDs for stuff like
message.info.
Nowadays, there's no reason for it to be per-window anymore. The rest of the
download code can deal with one global download manager (because QtWebEngine has
one), and apart from QNAM code which wasn't used here anyways (as tab_id=None)
there was nothing using the window ID anymore.
Also see #3456 which was the original motivation for this change.
