The browser isn't broken, this is the expected behavior. When you click a link for a downloadable file, your browser fetches it in the background since there is no page to display.

The problem in this instance is that there is no 'landing page', it's just there on Cryptome in a big list of pages and other downloads. The real issue is Cryptome's spartan UX gives no easy way to handle this, it's either link to the home page with no context, or link to the file directly.