Hi Josh,
The forms created through the Form widget on SharePoint is similar to the forms created through OneDrive for business, because OneDrive for business is a highly customized SharePoint Online site, in other words, they are almost the same thing, therefore you will get the exported workbook opened in Excel Web App rather than downloading it.
The difference is that in this case, the workbook is NOT automatically stored in OneDrive, instead, it will be automatically stored in the current site's document library.
Best Regards,
Arck