Override DownloadLocationDialogCoordinator to force the download location dialog even on single-directory devices (no SD card). Upstream skips the dialog when only one storage directory is available; the Brave override intercepts that skip and re-triggers the dialog display. Also transitions SHOW_INITIAL to SHOW_PREFERENCE so the "Don't show again" checkbox starts unchecked, preventing the feature from silently disabling itself after the first use. Resolves: https://github.com/brave/brave-browser/issues/52737