As per the quickstart guide I was using Chrome for my device. My default browser is Edge.
On attached picture where I have circled the data link button, that link points to ftp data download. Even though I was using Chrome browser, clicking link brought up a small window asking “Do you want to open this in Edge?”
To resolve that I went in to Default Programs, chose file type FTP to Chrome rather than Edge to stop it from asking to open in Edge.
As an aside but relating to Chrome, Chrome is getting a lot of bad press in IT community because it is bloated with lots of tracking cookies and bloatware in general.
Chrome was originally sold to public that it was very non-intrusive quick browser with better performance than Microsoft Internet Explorer. That is no longer the case.