Hi Thomas,
Thanks for posting in the community, generally, when you share a file that doesn’t block download permission, users can click the link and open it online, then go to File > Save as > Download a copy to download to local, just like in desktop app.
However, you said that “NOT to open the shared file in Excel Online/Desktop”, do you only want to download directly through the link, and do not want to open it online/desktop app first?
If it is, I’ve tested on my side, the result is that when you share a file that supports opening online (such as .docx, .xlsx, .pptx, .png, .txt, etc.), the link will open the file online first, then user can choose to save it as a copy.
And if you share a file that does not support opening online (such as .zip, .rar, .7z, etc.), when clicking the link, the file will be download directly without opening online.
In a Word, if you just want others can save you shared file, you can share the file directly, and others can save it as a copy via File > Save as > Download a copy. If you want the file to be download directly for some reason, you can pack the files into a compressed package and then share with others.
Hope the above suggestions can hep you, if you have any concerns please feel free to let me know, I’m always willing to help you.
Best Regards,
Arck