When you download a data export from your Analytics module, it is possible that your browser blocks the download as it treats it as a pop-up.
Click on "Download" and look up to your browser's search bar. You should see an icon appeared when you clicked on "Download". Click on that icon, and allow pop-ups from Return Magic (this is our only one!). You should now be all set to download your data export! :)
If this doesn't fix your issue, feel free to send us an email at firstname.lastname@example.org and we'll troubleshoot the issue for you!