I mean, there's still some download managers around, for example:
- https://f-droid.org/packages/com.gianlu.aria2app
- https://f-droid.org/packages/com.tachibana.downloader
But yeah, I imagine this functionality is now largely integrated into the apps that want to trigger the download. The advanced downloading functionality can just be a library and then the respective apps just need to strap a UI on top.
The only real advantage of a dedicated app, is that the other app's APK size can be smaller, which isn't too big of a deal anymore.