Yes I tried in browser as well and same problem.
Could you please check the On Slide Enter event of this slide to make sure you haven't perhaps also added the Open URL action to that area? All Captivate interactivity is Event-based. Unless something (an event) triggers an action, it cannot be invoked. With buttons, the only way you would be triggering that Open URL action is by the user clicking the button, which you say they are not doing. So, my working theory here would be that the Open URL action is being triggered by another event. The fact that the browser window opens when you preview that slide would seem to support the idea that the Open URL action is also being triggered by the On Slide Enter event. So please check whether that might be the case.