Hell yeah
Edit:trying it out now, seems to work really well. There are two settings for it, both under Settings>Power.
One enables it at all (and is turned on by default once updated), the other enables it on battery power specifically.
With it enabled, pressing the power button to sleep mid download will pop up a dialog window asking if you want to download with the screen off, or sleep. The initially selected option is download before sleep (so pressing A without intentionally changing your selection will choose this option). If you don't press any buttons for 10 seconds it will just go directly to sleep instead.













I've had it act like it forgot the WiFi password, but I think it was just a connection issue. I think I just backed out without entering anything and tried reconnecting, and it reconnected fine with the stored password.