Safari used to store the URL where a file was downloaded automatically from but doesn't anymore.

No. It's not historically dependent on the file downloaded. It was simply recorded when the file was downloaded. It's not and is not supposed to be somehow dependent on the file that is being downloaded.

I'm welcome for what? You're not giving accurate information. I can download an image from a website and there is no Where From data. There is no way that a JPG has control over that. This is supposed to be built in functionality in Safari when downloading files.

Try right clicking and downloading the logo on the top right of the page below and check for a Where From entry in the Get Info window. It's not there.

https://www.nampower.com.na/Page.aspx?p=192

Look at the Apple developer docs.

kMDItemWhereFroms | Apple Developer Documentation

Global Variable

kMDItemWhereFroms

Describes where the file was obtained from. A CFArray of CFStrings.

macOS 10.4+

That means it's a function of the app that does the downloading. Safari. It is supposed to work in Safari. It isn't doing that reliably. That's the problem.

It's a function of the client app, be it Safari, Mail or the system service that receives Airdropped files. Here's a file I Airdropped from my phone to my MacBook. This Where from data gets captured when the file is saved on the client device and by the client app. Safari is supposed to do this. It isn't.

This is excellent insight into the problem. It's inconsistent. The Where From tag under More Info is sometimes there and sometimes not.

I found a Terminal command you can use on the files and there are a few.

     mdls -name kMDItemWhereFroms

Then press the space bar and drag your file in aftr it.  

A simple mdls and the file path also works.  

That also shows all of the keys in the attributes for the file like kMDItemWhereFroms (which we are looking for)

kMDItemDocumentIdentifier          = 0
kMDItemEncodingApplications        = (
    "ABBYY FineReader 10"
)
kMDItemFSContentChangeDate         = 2025-03-30 17:56:01 +0000
kMDItemFSCreationDate              = 2025-03-30 17:56:01 +0000

And guess what?  kMDItemWhereFroms is missing.  

But some .DMG files have Where from.  Everything else I downloaded from Safari doesn't.