No, if you run it without a user, you can't give it to a user for download. Not only it's not technically possible, but the user doesn't have to be using F&O at the moment at all.
Either do what I suggested, or don't use a batch.
Normally you don't ask a user for location. If you look at data manegement, as I suggested, you can see that the user doesn't choose a cloud location. The file is stored somewhere in the cloud, where exactly isn't user's interest. What user chose is a local location when (if) he decides to download the file.
How to implement it depends on what storage you decide to use. You can use the internal blob storage, but you could also use your own blob storage, Azure file storage, send the data to a logic app (and utilize any connector there) and so on. If you want just a temporary location before a user downloads the file, the internal blob storage would make the best sense to me.