I had encountered curious case yesterday – Opera installation just ignored all attempts to download binary files (archives, executables – anything). Since issue survived update to latest version I reasoned it was misconfiguration rather than corrupted install.
Opera is very customizable at handling incoming files, which third party software (like download managers) can sometimes break.
Menu > Settings > Preferences (Ctrl+F12) > Advanced > Downloads
Opera identifies files by combination of extensions and MIME types. List is searchable, but don’t forget to uncheck Hide file types opened with Opera if you want all entries.
Each entry can be edited and set for one of possible actions. Can be handled by Opera itself (if applicable) or application of your choice.
In that case of broken downloads binary files (couple of entries) had been associated with broken leftover plugin from uninstalled download manager app.
Downloads settings get little attention (until something goes wrong with them), but they are also quite useful to simplify and streamline handling of file types you encounter often.