There are a number of sites that check the referrer field before letting
you download. The referrer behaviour in galeon is different when you
left-click on a download link from when you explicitly select download from
the context menu. An example is the site http://www.dmusic.com

Using wget to illustrate:
> wget --referer="http://facemacine.dmusic.com/"\
http://facemachine.dmusic.com/music/download/27816

works

but:
> wget http://facemachine.dmusic.com/music/download/27816

does not. It merely downloads an html page called 27816 which contains
a notice that direct linking to songs is not allowed.

I am not sure what value the referrer field gets set to when you use
download, but it is not the same as the address of the current web-page.