Opening an .rftd and .pages files from an rich text export file

An exported Dynalist rich text file to my Mac is opened in my Chrome browser. One line is a link to a file path of an rtfd file.

When I click on the link, the attached screen shot appears. If I click on the .txt file, I am instructed to Save it. I do. If I open the text file, it shows the text of the rtfd file. Why such a convoluted process? How would I open an rtfd with images then?

If I have a link for a .pages document in my export document, I first have to save the .pages file before I can open it. It is already have it saved on my drive. Is this a bug?