Hello,
I also had the same problem. There is a current issue in ieeexplore regarding this fact. It seems they will sove it in a few weeks. In any case, there is a particular way to download the citations properly.
Everything is well explained in the section “FAQs for IEEEXPLORE” within the webpage of ieeexplore. The particular topic is called “Why are Citation Downloads opening in a window” (look for it in Google. I cannot include a link in the post).
Best,
Joan Nicolas-Apruzzese
Universitat Politècnica de Catalunya
Barcelona, Spain