Export to Excel not launching

None of the Export to Excel (or XML for that matter) seem to be "exporting."
I traced the code and the OrderController and it is executing
return File(bytes, "text/xls", "orders.xlsx");

I checked file permission in Content/File/ExportImport.  So what am I missing?
Running Version 3.0  (Note: 2.8 was exporting to excel)

It works on the admin demo site.
(In Chrome, I get a file downloaded to my Downloads folder)

What browser are you using?

Lovely.  I thought about trying Chrome but then moved on to some other work today.
I just tested with Chrome voila...it's downloading.  What happended was last week I uninstalled IE 10 and reverted back to IE 9.

I also noticed that when I close the browser, or stop the debugger, IE 9 remained open.  I should have suspected Microsoft.
Chrome as well does not not appear to be coupled to the debugging session.
Thanks.