I thought maybe it's running a MediaTek chipset or something but no, it's a Snapdragon. Then I was thinking maybe it's an issue with Connect saving to an SD card but this device doesn't have a slot. I don't think it's a hardware or OS problem either. Have you tried changing the download directory? If it's not the normal Download folder, maybe try changing to that. If it is, try Documents or just the internal storage root.

Some have upvoted the post and presumably because they've also experienced something similar and if that's the case, it would be helpful if additional perspective and information can be provided.