When the OneClick webserver (tomcat) is set up for SSL the oneclick.jnlp file can only be downloaded when "Start Console" is selected. It will not open automatically.
This is due to a browser setting. The IE configuration change is to access Tools > Internet Options within IE and selected the Advanced tab. Then scroll to the Security options and ensure that 'Do not save encrypted pages to disk' is not checked (See screenshot below). Keep in mind that after changing this parameter, all IE windows will need to be closed. This will resolve the issue and the jnlp file will now open automatically when the "Start Console" button is selected.