Siverlight has very tight security restrictions and it is not possible to interact with outside the browser. Therefore to add the "save file" functionality, the framework needs to enable us to do so.
We will add this functionality when we can, but currently this is not possible.
To address your specific issue - yes, recreating the file and downloading it from a server is an overkill but this is the only way I can think of.
If you are using authentication, you could check whether the users are logged in before serving the files.
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