As Bar.Tek said.For me now is not really annoying because I found sollutions. We will have to be patient until this will be solved. I checkd permissons in Download manager, installed other apps to open PDF, check all permissions in stock and mi file managers, nothing!
It seems to be a problem with Xiaomi apps!
I used to have the same problem on a previous build which is gone since i did a clean install with factory reset afterwards.
As far as i am concerned that is not a general problem with Xiaomi Apps