I can't change my preferences in the Downloads section of Safari Website preferences.

I'm having trouble changing my download settings in Website Preferences for Safari. I download a lot of files for a game that I like to play on my Mac, so having to click 'allow' every time I try to download something and the pop-up comes up is kind of annoying. On my old Mac, which is the same model as my current Mac (2020 MacBook Air), it didn't ask every time, just the first time I tried to download something from a new site that I hadn't downloaded from before, so I know it's possible to get around it.

I've gone to Safari Preferences and Websites to change the preferences in the Downloads section, but every time I try to change it from 'ask' to 'allow' it immediately changes it back to 'ask' and doesn't stop the pop-ups. The only setting it will let me change is the 'When visiting other sites' in the bottom right hand corner, but that still doesn't stop the pop-ups and when I re-open the preferences menu, it is set to 'ask' again.

Is there any way to fix this problem?