Why is download button disabled after aspx page is downloaded as a file on my machine?

I have downloaded an aspx page with a .file extension using python. The said file opens up in the web browser however the download button is disabled.
This is the URL from where I have downloaded the aspx page on my local machine: https://www.rad.cvm.gov.br/ENETCONSULTA/frmGerenciaPaginaFRE.aspx?NumeroSequencialDocumento=111672&CodigoTipoInstituicao=2

This is just one instance and I have multiple such instances.

When I open the file on my local using a web browser, the file opens however I get a message stating that

File not found Check the file name for capitalization or other typing errors.
Check to see if the file was moved, renamed or deleted as well as the download button is disabled.

What could be the cause of this? Please help. Thanks!