Audio Player opening new window and downloading file

Hiya
On the website, I’ve created audio playlist using the standard wordpress player.
Recently, whenever you click on a song to play withing the playlist, it either opens to a new window and plays the song, or automatically starts downloading the song and playing.
I’ve been trying to find any setting to stop this but I can’t find any.

Previously, it used to just play whatever song I picked in the playlist without opening any new windows/tabs or downloading.

Once it opens to a new window, I have to hit the BACK button, and sometimes it goes back to the previous website I was using. Very frustrating.

Any help or advice/direction would be amazing