Hi DataBugBee,
Thank you for reaching out to us on Microsoft Q&A forum.
Please click on the "T" icon next to the URL, then press "Enter" to automatically download the file. You don't need to manually copy the link.
We tested it on our end, and it's working fine. Please refer to the screenshots below.
If you are still facing any issue, please let us know in the comments. We are glad to help you.
If the information is helpful, please Accept Answer so that it would be helpful to community members.
Thank you.