Copying website downloads, doesn't copy it all

Copying web downloaded files using save-as in the web browser (Firefox for instance) in the window’s file explorer always copies the main file and the underlying directory. This is also the case for delete a file in the file explorer.

In TeraCopy only the file selected is copied and no sub-directory of the web download (save-as). This makes TeraCopy different from the file explorer copy for web save-as files, and I couldn’t find any setting to change this behaviour.

Is this by design, it sure gives an extra twist to TeraCopy ?