I downloaded MP3 files from multiple sources (online, from my Mac iTunes, etc.) - They all go to my Downloads folder. Some from websites, some from my Mac. I just select the file on my Mac and send it via email as an attachment. It downloads. It plays. But I can't move the files once there. Except to delete.
I'm a Mac guy since forever. Using Android is new for me, and not very user friendly by comparison. Not seeing the logic in how things work inside.
Is that background helpful?