I'm not sure how people would/could not do this, but, in any event, they're never not going to do it when it's part of how the site works.
If the issue is minimizing (mobile?) data usage, then the secret is simply not to click on links: clicking a link downloads data to your computer/phone; this is how the web works. Whether it downloads it silently and secretly to an unknown location (as is usual), or visibly to a folder you can browse to (as with this video), is neither here nor there as far as data-usage goes.