There is a reference page here:
http://superuser.com/questions/661225/inconsistent-options-when-saving-files-from-internet-explorerDown below is that text:
"In Internet Explorer 8 Microsoft added a security feature to prevent script injection vulnerabilities caused by buggy client software. This feature is activated by a new HTTP header called X-Download-Options which can be set to noopen. When that header is passed with a file attachment Internet Explorer 8 will not provide the option to directly open the file, instead you must first save the file locally and then open it."
However, this does not apply here. That HTTP header is not present.