[MM-35131] Don't set the download location in config if we hit Cancel (#1600)

src/renderer/components/SettingsPage.jsx

@@ -264,6 +264,9 @@ export default class SettingsPage extends React.PureComponent {
     }
 
     saveDownloadLocation = (location) => {
+        if (!location) {
+            return;
+        }
         this.setState({
             downloadLocation: location,
         });