Using Chrome, Firefox and IE browsers I do have a "download" option right next to the attachment as long as the attachment is NOT an office document (.doc,xls,ppt,etc). If the attachment is an image, a download link is right next to the attachment as expected.
But if the attachment is for example a .docx file I only have a preview option available and no download. Also right-click to Save-As only shows an HTML download.
I have enabled in ECP
Permissions - Outlook Web App Policies - File Access
Public or Shared - Direct File Access and Web ready document viewing
Private - Direct File Access and Web ready document viewing
and
Servers - Virtual Directories - Owa
Public or Shared - Direct File Access and Web ready document viewing
Private - Direct File Access and Web ready document viewing