Sorry,
imprecised terms.
No alert page I mean HTTPS-Only error page

Sorry,
Here is the correct STR:

1. Enable HTTPS-Only.
2. Visit in private browsing mode https://www.thinkbroadband.com/download
3. Download smallest file
4. Error page displays.
5. Click on Continue to site
6. Save Download.
7. Open Download Panel, right click on download and choose Go to download page.

Expected Result: opens https://www.thinkbroadband.com/download
Current Result: nothing happens

Thanks for pointing it out !

I retested STR in original comment, but used a PB mode window. Still can't reproduce your issue (still don't get continue to page: because the upgrade is silent), downloads panel and right click menu work as expected. Console (ctrl-shift-J) is full of download panel errors: most seem unrelated, but it's a lot of noise

The new STR in comment 3, the site just times out for me

My bad,
I am really sorry Simon. Wrong url.
I updated the STR of comment 3.

Ahh, OK, this is the same test site in Bug 1654780. I actually tested that a few days ago - clicking the links to download didn't work then, they do now. Can replicate. Here's the error

Uncaught TypeError: can't access property "originalReferrer", this.download.source.referrerInfo is null ... DownloadsViewUI.jsm:924:1

Thank you,
I will fix it.

Can you please also test using https-first and add an automated test for it?

I tested it for https-firstand that bug doesn't exist there because we fixed it.
Here is the https-first patch which also contains an automated test it:
https://phabricator.services.mozilla.com/D122585
https://bugzilla.mozilla.org/show_bug.cgi?id=1725402

Marking this bug as blocking Bug 1704453 - if it's fixed we should land an automated test specifically for downloads within this bug.

I can no longer reproduce this bug as originally written because of changes to the download panel in bug 1723712. In step 7 of comment 3 there is no "Go to download page" option! There is no referrer after the interstitial error page (the problem fixed for https-first mentioned in comment 10), and this menu item is now hidden when there is no referrer:
https://searchfox.org/mozilla-central/rev/26a6a38fb515dbab0bb459c40ec4b877477eefef/browser/components/downloads/DownloadsViewUI.jsm#240-245

If you retry a download from that site after you allowed the upgrade the first time there is no interstitial error, the referrer is sent, the "Go to download page" menu item appears, and it works fine.

I've changed the bug summary to something that I hope describes both the original problem as well as the current state. If we wanted we could call the original bug "fixed" -- there is no longer a broken menu item. Or we could leave it open because you still can't go to the download page, and people might want to do that. That seems like lower priority problem than a broken menu item, but I worry whether there's more security context than just the referrer that isn't getting copied to the restarted download. Since it is a download and not a document maybe that's not as relevant.