After more analysis, this seems to come from the server. On one server, Firefox is able to embed the PDF into the IFRAME inside the page. On the other server, it is a download. I verified the code on both pages. They are identical. So, it seems something is different in the IIS configuration on one server forcing the PDF to not be embed into an IFRAME but to send it as a download. Would you know what kind of setting could be related to that on the server side?
This has been tested by two PCs from two users. We do not have necessarily the same Firefox version. But, we are able to simulate the same situation. So, this is why it seems to lead me to think this is server related.
Also, on IE, on both servers, it works. So, IE might not be as sensitive as Firefox.