Under certain circumstances like using the Amazon S3 Cloudfront service, your WP STAGING backup files are stored on S3 CDN servers instead of your server.
As a result, your browser will open the WP STAGING *.wpstg backup files in your browser instead of downloading them.
You can force CloudFront to download certain files through the AWS console:
- Select a wpstg file in S3.
- Properties > Metadata > Add more metadata
- Key: Content-Disposition Value: Attachment