You can solve this via preprocess.

/themes/**mytheme.theme**

    /**
     * Implements hook_preprocess_HOOK().
     */
    function mytheme_preprocess_file_link(&$variables) {
      $variables['link']['#url']->setOption('attributes', ['target' => '_none']);
    }

**Side note:** Also, could be solvable via file-link.html.twig, but you would have to allow twig to use the `setOption` method, by [white listing it][1].

  [1]: https://stackoverflow.com/a/45323981/3449410