Sharepoint file (shared Excel Online) is downloading instead of opening when accessed through Document Library web part

This is a modern Sharepoint issue.

We have a ‘home page’ in our Sharepoint site. The home page has multiple web parts such quick links to modern pages within the site and the document library web part. The document library web part is where I’m having an issue.

In the document library, there’s a URL link to a shared Excel Online file. That file is living in a colleague’s OneDrive. I can’t save the actual file in the library because it’s not mine, but we have to use the file to collaborate with the colleague. So we have to save it in the Sharepoint library as a link.

When I open the file through the document library, it opens normally and takes me to the Excel online file; however, when I open the file through the document library web part, it downloads the file as a copy.

I tried doing the workaround mentioned here:
https://docs.microsoft.com/en-us/sharepoint/troubleshoot/lists-and-libraries/files-downloaded-instead-of-opening-office-application#workaround

but it doesn’t work. It still downloads the file when I access it through the web part.

Help is most appreciated! Thank you!