I am not sure whether you have tried doing this before or not but till Windows 10 Mobile Build 10149, it hadn’t worked for me. I am talking about a very useful feature that may make life little easy for many of us. Now on Build 10166 you can download maps for offline use in background if you want to do so. It works flawlessly and you can start downloading maps and then send it to background and continue working or just let it rest. Earlier it use to pause or just stop altogether, if you try to download maps even with phone locked. So it is a massive improvement!!
If you don’t know how to download maps for offline use on Windows 10 Mobile, you need to go to Settings->System–>Offline Maps and then download maps for the region you want. Check the screenshots below.