This is a rather recent issue: when I download a file from my web server via ftp it gets saved as Unknown.dms macOS: 10.12.6 Safari: 11.0
Interestingly, downloading the same file with e.g. Chrome works flawless. One of my download links: ftp://v473.vanager.de/file_format_examples/ASD/old_format/DC.013
If the file is archived as zip first, then the download works, giving the correct file name to the downloaded file (automatic un-archiving of the download).