Hi, I'm pretty sure this is _not_ the normal or expected behavior, as I've never heard of any such limitations in discussions here, and I know some of our colleagues here have large and busy sites.
But, I can't personally replicate your test -- my instance of HFS has only very small text data files for an android project, and even when I tar them all together and download, it completes too fast for me to switch to another browser and try to interrupt it.
Sorry that I'm only stating the obvious, but for debugging, if you're using a custom template, please repeat your test with your server using only the default template, just to rule out any possible template issues.
Also, do the logs in your HFS server window give any insights? There are several more extensive logging options that you can enable temporarily, so see if these provide any pointers to what's going on.