Unfortunately the Firefox developers have made a change to stop allowing .url files from being saved. The bug report is still open (https://bugzilla.mozilla.org/show_bug.cgi?id=1827115) so I'm hoping this gets fixed.

I also have recently worked on a new feature to allow users to choose their own file extension / file contents which will hopefully also help.. But it seems .url files are just not going to be able to be downloaded until the regression gets fixed.

As a temporary work-around you could change file type to .html. This still works and does work on Windows.