I'm not sure why you'd expect it to do anything other than download? It's just a file after all.
You'd be better to load your video files to a proper video sharing platform (vimeo, youtube etc etc), and give a link to the appopriate page.
Hi @Jo_Pitts1 ,
Our company policies cause us to load our video files from our server. And if the file opens up in the browser it is one click less for the user. Our Business unit thus wants it to open in a browser by default.
Regs - Manish