.click not working in IE when creating dynamically

Question

I'm creating a dynamic anchor element using javascript it's working in Chrome and Firefox but in IE (all version till 11), a.click() says "Access is Denied" below is my code:

var url = "https://www.test.com/test.mp4";
var request = new XMLHttpRequest();
request.open("GET", url, true);
request.responseType = "blob";
request.onload = function (e) {
if (this.status === 200) {
            var file = URL.createObjectURL(this.response);
            var a = document.createElement("a");
            a.href = file;
            a.download = (this.response.name || "file-" + new Date().getTime()) + ".mp4";
            a.id = "downloadVideo";
            document.body.appendChild(a);
            a.click();

            window.addEventListener("focus", refocus, false);
        }
    };
    request.send();