Downloaded excel files opened in multiple instances

Whenever I download then open the file from Firefox, it opens in a new Excel instance. Hence I am not able to move data to other workbook I had opened previously, and have to save it first, then reopen within the same instance. How do I force it to open in the same instance?
I didn't have this problem before with Firefox, it worked just how I wanted. But suddenly something changed around 1 month ago (unknownly) and I have to go through extra step to save then reopen every time. I have searched the web for similar problem but none helped.
I don't have this problem with Excel itself. (when double click on the files it always open in the same instance) Also, the same problem doesn't exist on my other computer (With the website/Firefox), so I'm just puzzled which part caused the problem. I've tried to reinstall Firefox, restore everything to default. But problem still existed. I don't recall changing any setting when this problem started to occur. Any help is appreciated!!!!

I know going through the route "open file" in EXCEL can assure me files are open within the same instance, but I want to eliminate this extra step. As mentioned, previously, this can be done without any problem. I'm just repeating the same step as done before, but suddenly, all these new downloaded files stopped open in the same instance, and I don't know which setting is off and caused this.

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