Hi @na na
Could you please check if this policy Do not save encrypted pages to disk is enabled for users? If this policy is enabled, the "Open" button will disappear. The corresponding setting for this policy can be found in Internet Options > tab "Advanced" > option "Do not save encrypted pages to disk".
You need to remove this policy or change the policy from "Enabled" to "Disabled" then test again.
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Regards,
Yu Zhou