Hi MichalRama,
Thank you for querying in this forum.
From your description, it seems that you want to change the default open settings for the files in SharePoint Online. And you don’t want to show the alert to let you open it in client.
May I know if my understanding is right? If so, we’d suggest you go to Settings > Library settings > Advanced settings > select Open in the browser under Default open behavior for browser enabled documents.
For your reference: How to default Office files to open in the native app from SharePoint and OneDrive - SharePoint Maven
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And we have also tested it on our side, we selected this option and it opened files in the browser by default.
If the scenario above is not consistent with yours, may I know if you encountered the alert below?
If so, we have tested it on our side with Microsoft Edge and it will appear every time when we open a file. However, per our test, it will not appear in Chrome. You can change another browser to check if the same problem will occur.
If the scenario above is not consistent with yours, could you provide the screenshot of “it always asks if you want to open it in the Excel desktop”?
Your understanding and patience will be highly appreciated. I hope that you are keeping safe and well!
Best Regards,
Sukie