The Windows Store will let you select the preferred install location when downloading large applications and games. The feature is going live on Anniversary Update builds.

From Reddit:

Windows 10 Store install location

You could always choose a preferred location from the Store settings, or move installed content to a different drive. But if you have the OS installed on an SSD and a have a dedicated drive for games, the feature will make it more convenient to download games to a dedicated drive before initiating the download.

Thanks Alex!