I migrated from a Nexus 5 to a Nexus 5X using "Set up nearby device". On the Nexus 5 when I visit turtletrader.com/pdfs/babe-ruth.pdf in Chrome it offers to download the PDF. On the Nexus 5X it doesn't do anything.
I was able to fix this by the following:
Then when I try to download a PDF it asked for permission to access the folder.
As pointed out in the comments a better fix is: