>> when I want to look at a PDF in browser
> does that ever happen?
I do this all the time. I hate downloading crap that I'm probably just going to glance at once then discard.
And actually quite some other applications do this (open as a temporary file) as well, it's a very common pattern: 7-Zip, FileZilla, to name a few.
And even if you didn't, there's always a temp directory that gets cleaned next reboot. Though I agree, the browser should take care of this, like most apps.