This is a bug that mainly occurs with a Firefox browser on Windows 10. When downloading the GPX file- the name of which contains special characters- Firefox will abbreviate the title to the first special character and in doing so fails to adopt ".gpx" as the correct file extension. This means that file will not be recognized as a GPX file by not just the PC, but also by many GPS devices.
Solution: It is best to use Chrome as your browser when downloading a GPX file. This does recognize special characters to create the ".gpx" extension. Alternatively, you can add a ".gpx" to the end of the downloaded file's name so that the it is recognized as a GPX file.