I think the reason there hasn't been a response is that there isn't a setting for that. Firefox manages the "Save File" setting based on the Content-Type sent by the server, and for executable files, you might always need to confirm.

Maybe an add-on could work around part of this behavior by overriding the Content-Type or any non-browser content (e.g., not HTML, not plain text, not PNG, not JPG, ...) to one that you've set to always save automatically. I'm not aware of any extension like that.