The browser isn't broken, this is the expected behavior. When you click a link for a downloadable file, your browser fetches it in the background since there is no page to display.
The problem in this instance is that there is no 'landing page', it's just there on Cryptome in a big list of pages and other downloads. The real issue is Cryptome's spartan UX gives no easy way to handle this, it's either link to the home page with no context, or link to the file directly.
It's cute that you think so but this has always been the default behavior and this is the first time it has ever been an issue for me. It's not difficult to see why: ordinarily when you click on a link to huge file, you know you are clicking on a link to a huge file. I wonder if anyone who did so in this case knew what they were getting.
(realistically, if you were on a desktop browser you would mouse over the url and notice it was linked to something stupid, but not on a touchscreen device)