It is the same for me, as i am refering to at least its happening on itch.
I don't think there's anything we can do, then. The demo download is a plain zip file, it doesn't have the ability to stop itself from being saved to a computer. That going through or not is up to the hosting site and, in some cases, how the downloader's internet access is. I'm really sorry. I hope whatever is wrong gets resolved soon!