Just to add a little context to this I also sometimes experience this (on Catalina but it seems generic). It's not random but it doesn't do it from all sites/sources. Today I downloaded a certain PDF document hosted on AWS and it always downloads with the generic document-XX.pdf filename using Orion's PDF viewer. If I use the same link to download with Safari it comes out with the expected filename. If I download an unrelated PDF document from AWS within Orion's PDF viewer, it also comes out with the expected filename. However, I can't figure out the difference that triggers Orion's PDF viewer to give the downloaded file a generic name versus the original filename.
Happy to try to isolate what triggers Orion's PDF vewier to retain the original filename versus not and could just use a few suggestions on what to look for. I haven't found any smoking guns in Apple Preview's Get Info nor Orion's Console or Sources.