Disclaimer: This is the forum for de-de locale. However, I will answer you in English since the thread is in English. If you need support in your local language. Please let me know.
Hello Mr. Hopeman,
Welcome to Microsoft Q&A forum.
You are actually correct; the Delivery Optimization doesn't work with user-initiated downloads. And there is currently no way to limit download speed in the Xbox app.
In this case, the best workaround for it is to use external throttling. Also, you can submit your suggestion to the Feedback Hub app in your Windows computer. It will be directly submitted to the engineering team so they can consider.
Please note that this is a user-to-user support forum. Moderators and contributors, including external Microsoft employees, are not allowed to directly interfere with Microsoft product features or access back-end systems. Our role is limited solely to providing technical guidance on reported incidents, requests, or ideas.
Thank you for your understanding.