Safari will respect the MIME type provided by the server and add an extension to match. The downloads probably have text/html assigned to them by the server, an odd choice for a generic file.
This is supposed to help avoid a particular problem that has tended to plague apps in the Windows world, where the MIME type would be used by Internet apps to determine what were "safe" files, while the OS instead went by the extension attached to the file as offered by the remote party, negating the safety checks. It does get annoying when servers aren't configured correctly, and haven't been tested with client software that tries to respect the standards.