This is something we started providing recently (based on user feedback we heard, like yours). There's now a "let me know when someone downloads" checkbox when you're making a Transfer (both on Desktop & web)
Can you also support "Let me know when the download completes successfully?" I assume this is easy if the recipient is adding to their own Dropbox account, or downloading to their client using a Dropbox client, but may be slightly more tricky with a browser download.
EDIT: In the event my comment was ambiguous, I meant these notifications should be configurable by the sender. Essentially "delivery confirmation" for bits.
I see it now. Thanks for adding this feature. It would also be nice to control other notifications. For example, an email notification for transfer creation doesn't really make sense in 99% of the cases. And I think ideally all those controls should be in the main Dropbox settings (notifications tab). Or at least defaults should be there.