I didn't say every browser, I said apple. PC's do NOT do this, you can download any file you like and it keeps the names with the spaces... as God intended. This was a bug that was fixed with the advent of Windows... heard of it?
The "real issue" is that Apple apparently has a bunch of DOS throw-backs that, for some unknown reason, think file names should not involve spaces. Do_you_type_with_underscores? Does-anyone-type-without-spaces? Do PC users need to save files without spaces? Well, if you're downloading those files with a PC, then the answer is no.
To say the solution is for the entire world to start saving files with underscores or hyphens, is ridiculous. That's like saying "Doctor, it hurts when I lift my arm", and him replying with, "The solution is to stop raising your arm". Sound silly? Yes, of course it is.
The solution is for Apple to simply fix it. It's a bug, a bug that Windows apparently figured out, it's time Apple did too.