Funny, but sometimes you do want to clean up your laptop - for example, before crossing the US border.
I would be irked if I had taken steps to remove a downloaded file from my laptop, including secure deletion, only to leave evidence that I'd downloaded it in a sqlite database.
If you are worried about that kind of thing, I'd recommend doing that stuff in a VM with an encrypted file system. Then, when you delete it, you know everything is gone.
What's perhaps more concerning is that Safari enters URLs in this database, even when Private Browsing is enabled. When you enable private browsing, Safari states:
"Safari can keep your browsing history private. When you turn on private browsing, Safari doesn’t remember the pages you visit, your search history, or your AutoFill information."
Well it does remember files you downloaded, even if you subsequently delete them.
It's really hard to tell what back doors proprietary operating system have created and you lose your rights to privacy as soon as you start using proprietary blob.
I think this really can be a potential privacy issue. "Your computer having your files on it" is quite different:
a) You know that your files are on your computer
b) You know how to delete one of them in case you need to hide them from someone