Steps to reproduce

1. Create an operation with the above mentioned aspects

Ex:

def run_bot(token):
    def make_pasta(update, context):
        msg = update.message

        if msg.reply_to_message is None:
            msg.reply_text(responses.NOT_A_REPLY)
            return
        if msg.reply_to_message.document is None:
            msg.reply_text(responses.NOT_A_DOC)
            return
        telegram_file = File(msg.reply_to_message.document.file_id)
        telegram_file.download() 

    updater = Updater(token, use_context=True)
    dp = updater.dispatcher

    dp.add_handler(CommandHandler('hello', hello))
    dp.add_handler(CommandHandler('make_pasta', make_pasta))

    print('Log: Seu bot iniciou! (:')
    updater.start_polling()
    updater.idle() 

(I know this is not exactly a MWE, sorry)

Expected behaviour

According to the documentation, it should download the file directly to my current working directory Download this file. By default, the file is saved in the current working directory with its original filename as reported by Telegram.

Actual behaviour

on telegram/files/file.py, on the download function, we get a type error since self.file_path is NoneType, not str or os.PathLike object

Configuration

Ubuntu 18.04

python-telegram-bot 12.2.0
certifi 2019.09.11
future 0.18.1
Python 3.7.3 (default, Apr 3 2019, 19:16:38) [GCC 8.0.1 20180414 (experimental) [trunk revision 259383]]