Excel documents downloading as CSV

During the past week, I downloaded some files from websites using Firefox. (i.e., a list of bank account info & list of insurance claims)
For some reason, they have started saving as csv documents instead of Excel. They open in Excel but when I try to save, I receive this error message:
file name.csv may contain features that are not compatible with CSV (comma delineated). Do you want to keep the workbook in this format?
Regardless of what option I choose, the information will not save in Excel.
Is there a way to make these files download as an Excel document instead of .csv? Under Options, .csv doesn't show up in Applications File Type.
Thanks in advance for any help you can provide!

The file type that downloads is controlled by the server?
However there are a number of third party sites that can convert a csv to an exel file type (google drive Import csv, then save as excel and [https://support.office.com/en-za/article/Import-or-export-text-txt-or-csv-files-5250ac4c-663c-47ce-937b-339e391393ba office] ) but it varies with formatting as well.

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