Internet Explorer opens the sched.nikusl file automatically, it still gets downloaded into the temporary internet files folder but opened due to the extension .nikusl being associated to Schedule Connect and the configuration.
Chrome and Firefox, due to different security design related to how are files being downloaded from the Internet by default, will either ask what you would like to do with the file and/or just download the file so that it can be opened manually, but this depends on your current browser settings.
By default, Firefox will ask if you want to open the file or save it to your downloads folder. You can also check the "Do this automatically for files like this from now on" checkbox to set it as a new default option:
Chrome will download the file by default, but it can be chosen to "Always open files of this type" automatically by clicking on it in the bar that appears below:
Those files will still be downloaded to your computer, regardless of the browser and settings used, like IE does on the temporary files folder. All the above depends on your browser settings.
Best regards,
Marc