Welcome to the Photoshop Community. I just wanted to let you know I'll move this to discussions for now. Please share the browser details and whether this happens with this specific image.
I see Lightroom is also open in another Tab. Was this image imported into Photoshop from Lightroom?
Just save the file on the web, open Photoshop on the web in an incognito/private browser window, and check if downloading works.