In Spark 2.6.0 RC1 Download Directory for File Transfer is always set to the “very first user account” logged after installation of Spark. Must be the same case with 2.5.8 as that was initial version I have installed and tested with different accounts (I was not testing File Transfer). This affects both Linux and Windows clients.
It may look like this is a global/application-wise option, but if that was the case it should not set download directory within /Users/user@domain structure in first place.