Hey,
Don't worry you're not stupid, nor did you have ant psychedelic visions [lol]... I believe I know why... In the case sample I mentioned above, both pbiviz and pbix files downloads were done through Google Chrome browser ...
though when using Internet Explorer 11, I ended up with same zip result as you mentioned...
Same scenario in case of The Edge browser... Hmmm...
A bit bizarre considering the fact that both IE 11 are Microsoft, still...
So indeed in these cases, you would end up with a download . zip format file...
In my case I simply manually renamed the file extension from zip to pbiviz
and was able to import it.
But hey... what can I say, dealing with different browsers versions and behaviours is an old virtue virtue of necessity, we developers had to deal with since the beginning of the Web...