Atlassian has identified an issue where the Companion App doesn't work properly in parallel with SSO systems without additional configuration. Instead of downloading the Office file, a file containing a dump of the SSO redirection text is saved instead.
Please read Atlassian's page Companion App doesn't work properly in parallel with SSO Systems for an extended explanation of how to diagnose this problem.
Here is the cause, as given by Atlassian:
Given a natural redirect that happens on the SSO layer, Confluence does not download the real Office file to the local computer of a given user but rather create a copy of the file we are attempting to download and dump SSO Redirection text inside it. That's why all files will have the same content if opened through Notepad, for example and that's why they'll all have the same size.
Workaround
Please add the following exclusions to the EasySSO/SAML/General exclusion list:
/download/attachments/*,/download/token-auth/attachments/*,/plugins/servlet/imgFilter*
You do not need to exclude /rest/ URIs - we exclude them by default.