Eh, "did you ask to download something" is about the line where I would draw acceptability. You cannot use a website without them knowing if you made a download request for the content so I'm not bothered by them paying attention to the data to see what I downloaded.
It's when you start sharing the data with others, or using that data from others, or adding things to collect information and send it back that I mind.

If someone did everything on the up and up, they would see my browser request, information that says what it can do that the browser opts to send, and a cookie that identifies the browsing session.
I'm fine with that because I can clear it or change it at will, and without sharing anything the capability information is less useful than the session cookie.