I have the impression the cache is only retaining the information related to
the downloaded files of the LAST download, even if it's indicated that files
should not be deleted.

An example with jpg (but it is the case with others too) :

Assuming there is a site which can be entered via index.html and via
archive.html. And sometimes there is a reference via index.html towards jpg's
already downloaded via archive.html

When via index.html a *.jpg.tmp file is created next to the original *.jpg,
and the file is not re-downloaded. But at the end of processing the original
(good) *.jpg is deleted, the *.jpg.tmp becomes the *.jpg with 0-length.