Keep the page, not the file you downloaded
A PDF on your desktop is a claim about what was true on the day you downloaded it. No version, no date, no route back. Point at the publisher's page instead and the address survives every redesign, the revision history stays attached, and a reader who wants to check your reasoning can follow it to the top rather than trusting a filename. When a preprint is revised or a result is withdrawn, the sources tell you which of your notes are now resting on something that moved.