When a file transfer is canceled (e.g. by user action), the partially-complete file should be removed, or at least the option of removing partially-complete files should exist in the program.
Otherwise you are left with files that look like they were successfully transferred, but weren't.
And this is just a suggestion. It is not as important as some other features.
But it would be nice if the program could prompt the user, "Do you want to delete the partial download or leave it so you can resume the transfer later?" or something like that. Or perhaps just an option in the settings to remove partial files or rename them to "file.ext.part" etc.