If you are on a Mac, you can try the following:
Run the the following command on the file in a terminal, then try to open it again:
xattr 'your .html file name'
# If it shows com.apple.quarantine, run
xattr -c 'your html file name'
If that fixes it then it's most likely some apple security metadata on the file that get attached when files are downloaded from the web.
If you are on Windows10, you can view all the permissions you have added and rejected for an app (see this link: https://www.google.com/amp/s/www.howtogeek.com/368598/how-to-manage-app-permissions-on-windows-10/amp/)
Extract:
From the Settings screen, you can head to Settings > Apps > Apps & Features, click an app, and click “Advanced Options.”
Scroll down, and you’ll see the permissions the app can use under “App Permissions.” Toggle the app permissions on or off to allow or disallow access.
Otherwise, knowing what OS you are using will help find a solution.
There is also this other stack overflow thread, so you can try some of the answers there: Can't open some html files in chrome (mac)