@Leo Johnson Thanks for your explain.
As RahulJindal said, I add chrome as a protected app.
Name: chrome
Publisher: O=GOOGLE LLC, L=MOUNTAIN VIEW, S=CA, C=US
Type: Desktop Apps
Action: Allow
Others are all set to "*"
Then I access the office online portal via chrome and download the attachment. I find that the attachment is downloaded with encryption. So it is suggested to try.
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