I'm just guessing here, but if I recall correctly, android was started as an OS for digital cameras. So saving camera files to DCIM (Digital Camera Images) makes sense as that is standard to most other cameras
Well usually you had your Download folder like in pc. Now every app has its own secured workspace where only it can access it's files. If you want to download to the original download folder your app needs full storage access. And since people don't know how to code they download into the secure app storage often.
So now your download is in Android/media/domain.app.name/Download