Prompt the user to confirm that in-progress downloads will be cancelled if the New Identity button is pressed.
Could TorButton check whether a download is in progress and, if so, give the user a choice whether to proceed?
It currently seems to be assumed that cancelling & clearing the download is acceptable. It doesn't provide any feedback to the user about this assumption either - their downloads just disappear.
As a simple fix, couldn't we just present a popup and clear this behavour with the user before creating the new identity?
"Choosing a new identity at this time will cancel your current downloads. Do you want to proceed?"