Hi daverobinson64,
Thanks for your feedback.
@ Anders,
Based on my testing, it seems that the second time the file is open from the "Temporary Internet File" instead of requesting the file from the server.
To fix this issue, you can refer to the article below:
Office documents may open from Temporary Internet Files cache when opened from SharePoint 2010 Document Libraries via a hyperlink
Thanks,
Wilfred Ying