Really? People who are about to spend a good amount of hours reading a book thinks it's a bother to wait two minutes for a file to download? Using any kind of modern system you'll have a standard download location and a "Open with..." dialog with the default app for a given file type selected, and most epub-capable apps will remember the recently used files so you don't have to.
This smells more like a "we don't want to" instead of "we can't"...