Back in the day when most stuff was on FTP and HTTP and your connection was crap and could drop at any time, you'd use a download manager to smooth things along. It could resume downloads when connection dropped, it could keep a download going for days on end and resume as needed, and it could abusing the bandwitdh limitations of the source site by using multiple parallel connections that pulled on different file chunks. In some ways it was very similar to how we use BT today.
It was also useful to keep a history of stuff you'd downloaded in case you needed it again, manage the associated files etc.