Publish to File does nothing

Using the online Twine editor at https://twinery.org/2/#!/stories, I click the gear icon below (and to the right) of a very simple story (one passage, entitled Start, with one sentence in it), choose Publish to File, and … nothing happens.

I use Chrome with "Allow local data to be set" ON and "Block third-party cookies and site data" OFF.

You help would be appreciated.