Thanks for your suggestion; I'll refer it to Development for consideration. They're working on the next major revision to our cart, so this might be an opportunity to implement that idea, if it's feasible.
We're also evaluating whether we could allow sellers to specify a product as a purchased subscription -- e.g., when the product itself is a subscription to a newsletter, tutorial, course, etc. to be delivered via email list -- in which case fulfilling delivery of that paid content would be what the GDPR terms a "legitimate interest" in using their email without an additional opt-in.
BTW just to clarify: when you redirect buyers to a Common Thank-you Page URL on your site, so they'd need to wait to receive an email with a link to their download page, that link brings up an E-junkie-generated thank-you page where we provide their actual download button along with an opt-in checkbox, so all download buyers are offered the chance to opt-in at that point.