I would say, because it has become what people expect. Often, a direct link to a file leaves the user a blank window when downloading files (depending on the browser, I did not check, but I am sure that this behavior was common with browsers 5 years ago), so avoid this good one. I would bet that most Internet users would be confused if they click on the download link and are presented with a blank page (and somewhere somewhere, possibly hidden, downloading the file). Since this has become commonplace, now this is what users expect, so doing it differently will make it more confusing for most users, even if it makes sense!