FWIW, I have about a dozen "downloads" folders put in by various applications and more than one by Windows.
The one in Documents was put in on 10/30/2019. Like you, I assume Windows 10 did it. But, I don't really know.
RX5700XT 50th Anniversary - 3 monitors = 24P (1200p) + 43"L (2160p) + 24P (1200p), AMD Ryzen 7 3800X, 32GB @3.2GHz, Gigabyte X570 AORUS Pro WIFI MB, (2x M.2 SSD on MB + SSD + 5x HD) = 25TB storage, Rosewill 1050W PSU, Rosewill Thor V2 Case, ASUS AC86U router, VKB Gladiator WW2 Stick, Pedals, Ripjaws KM780 RGB KB, AORUS Thunder M7 Mouse, W10 Pro