Don't mess with messy temp dir and just download into extension dir

Temp dirs are messy. Dealing with them requires handling quite a bunch of
edge cases. As proposed by lnicola this seems better to just put the temp files
in the extension dir and not care much about suddenly leaving garbage.
Instead we get shorter and less platform-caveat-y code.
We will also assume users don't try to issue a download in different vscode windows simultaneously

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