Export features from the Identity Manager Management Console are failing with "Your current security settings do not allow file to be downloaded" message.
For examples, failure can occur on "Directory" or "Roles and Tasks" exportation processing.
This message is related to Internet Explorer browser security settings.
You may enable the file download option in Internet Explorer and try to download again.
a. Open Internet Explorer.
b. Click Tools and then internet options.
c. Click on the security tab.
d. Select the relevant Zone.
e. Click on the Custom Level Button and then scroll down to Downloads.
f. Make sure to enable File download.
g. Click Apply and Ok.
h. Restart Internet Explorer and check.
For more details about the Internet Explorer security zones, please refer to "Change security and privacy settings for Internet Explorer 11" Microsoft Article.