### Issue Details

* **Electron Version:**
11.0.0
* **Operating System:**
Windows 10

### Expected Behavior
When download an item using ```<a href="...filepath">``` will trigget session will-download event.
I set the download default path before opening the Save dialog as:
```
const documentsFolderPath = path.join(app.getPath('documents'), item.getFilename());
item.setSaveDialogOptions({ defaultPath: documentsFolderPath });
```
- Opens the save dialog on the specified path. 
- Create a new folder on the dialog and save the file on this folder.
- File is saved.
- On windows explorer, I delete the previous saved folder.
- Try to save same or other file again.
- It opens the save dialog on the default folder. The deleted folder is not on the folder.

### Actual Behavior
- Electron recreates the last saved folder (the one was deleted on window explorer). This is not ok.
It seems the save dialog always remember the last path, and always recreates it.

### To Reproduce
Follow the expected behavior steps, and will result in the actual behavior on the last step.

This is my save dialog options before saving:
```
{
  window: null,
  title: '',
  message: '',
  buttonLabel: '',
  nameFieldLabel: '',
  defaultPath: 'C:\\Users\\guilherme\\Documents\\download(3).pdf',
  filters: [],
  showsTagField: false,
  securityScopedBookmarks: false
}
```

Is it a bug, a feature, or I'm missing some setup?
shell/browser/electron_download_manager_delegate.cc
content::DownloadManager* manager)
    : download_manager_(manager) {}
ElectronDownloadManagerDelegate::~ElectronDownloadManagerDelegate() {
  if (download_manager_) {
    DCHECK_EQ(static_cast<content::DownloadManagerDelegate*>(this),
              download_manager_->GetDelegate());
    download_manager_->SetDelegate(nullptr);
    download_manager_ = nullptr;
  }
}
void ElectronDownloadManagerDelegate::GetItemSavePath(
    download::DownloadItem* item,
    base::FilePath* path) {
  api::DownloadItem* download = api::DownloadItem::FromDownloadItem(item);
  if (download)
    *path = download->GetSavePath();
}
void ElectronDownloadManagerDelegate::GetItemSaveDialogOptions(