Downloading specific files from iCloud

I have been using my Apple M3 Pro for analysis of large datasets of many files. This involves downloading files from another computer onto mine. When I do that, iCloud immediately begins to back them up. The files are then usually immediately un-downloaded, so I need to click "Download now", downloading the files a second time now from iCloud. Furthermore, sometimes within minutes, the files will un-download again. There is no storage space issue on my computer. I cannot turn off the iCloud optimizing, because there is more on my iCloud than I could possibly store on my computer, so it is not an option to keep the entire iCloud library downloaded on my computer. Is there a way to permanently download certain folders, while keeping optimization on?