Windows : File download issues.

Nothing specific as such but i was just curious on something that happened recently while downloading a huge file from a site.
Here goes …

Basically, i was downloading a video file of size 80MB when my system had something about 100MB left in the hard
disk. I felt it was fair enough to store the file for now, view the video and
then delete it to reclaim the disk space. 

But here comes the catch. When i finished downloading the huge file, the system had actually downloaded it to a temporary internet directory and then tried to copy it to the destination directory which was specified. Now why would it want to do that ??

Doing something like that would require 2 times the size of the file downloaded to be present in the hard disk. Why impart such a constraint ??? All it needs to do is to download it directly onto the destination directory. Or what could have been done is to download the file to the temporary directory and then move it, not copy to the destination directory. We know that copying a file takes much longer a time when compared to moving a file, if the destination is in the same disk. So why copy ?? But the actual implementation does neither ! Why so ?

Are there any specific security or any other implications for doing the implementation the way it has been done now ?? Any ideas ?