Hello
If you want to download a file stored under your user space in Storage account in Azure
You don’t need to browse files from Microsoft Azure Storage Explorer
You can simple use one of these commands :
- Export-File -Path /home/username/FILENAME

- download FileNAME

Then simply Download your file
This the very helpfull to quickly download a file you have just generated from a previous command
I use this a lot to export/download CSV files of results from Azure AD