I question the utility of having this delay behaviour by default, worst that can happen is you accidentally start a download AFAIK, which you can just quickly delete/cancel afterwards.
And, there's browser.download.manager.alertOnEXEOpen too.
I much prefer Chrome's behaviour of starting the download and you instantly can see the filename and size in the bottom as soon as it starts and can then choose to either open it or show it in the file manager.