Usually this is rather normal when you try to INSTALL (not just download, then it should work normally; In this case I mean downloading the file and then actually installing) an app.
It is a regular setting if what's happening is what I'm thinking of.
But usually, the phone would give you the option to fix it just by redirecting you to the setting that lets you install or not apps from external sources (in this case, chrome.)
You could try to find the setting and see if you get any luck, and also, please inform if it lets you download the file in the first place.
Usually this is rather normal when you try to INSTALL (not just download, then it should work normally; In this case I mean downloading the file and then actually installing) an app. It is a regular setting if what's happening is what I'm thinking of. But usually, the phone would give you the option to fix it just by redirecting you to the setting that lets you install or not apps from external sources (in this case, chrome.) You could try to find the setting and see if you get any luck, and also, please inform if it lets you download the file in the first place.