Download managers usually have more control over the download process, allow downloading same file in multiple threads to increase speed, have better resume function, better organization of downloads etc. If you don’t have a need for such things you don’t need to use it.

Lara Croft and The Guardian of Light is really nice coop

I like how terraria and minecraft mix premade blocks with procedurally generated terrain, also Spelunky has interesting level generation, they even had a talk about it.