The "Click to Preview" feature primarily serves as a download function. Some file formats are automatically downloaded and opened by the browser, giving the impression of a preview, but they are still downloaded. In the case of other non-previewable file types (such as CSV or XLS, PPT, Docs), they are initially downloaded and subsequently opened. In either scenario, the files are ultimately downloaded. 


However, some of these file settings are controlled by the browser; for example, PDFs can be previewed directly in the browser, but the user must update the browser settings to set the default PDF reader to be the browser. From browser to browser, these settings differ.


For example, check this in Chrome - https://knowledge.workspace.google.com/kb/how-to-open-a-pdf-in-chrome-browser-instead-of-downloading-it-000002252.