I can give you for your specific bank's website.
Some banking apps allow you to view a statement but require a desktop browser to actually download or print the PDF. Security and Account Restrictions
Most banks open statements in a new window. If your browser blocks pop-ups, the download never starts.
Banking Step-up security is aggressive. If you stayed on the page too long before clicking "download," your session may have timed out silently.
If there is a flag on your account for suspicious activity, certain document export features may be temporarily disabled. Quick Fixes to Try Now

