It is not possible to download files through embedded content in Story Maps using a Chromium browser. The iframe element should contain sandbox="allow-downloads".
This has been a requirement since Chrome 83:
The generated iframe code currently inclides sandbox="allow-scripts allow-same-origin allow-forms allow-popups". I have tried adding the allow-downloads attribute in a custom iframe code, but the attribute is removed by Story Maps automatically.
This feature is quite essential to a tool we are developing, and would be nice to see implemented as soon as possible.