I've always had mixed results re: that working even in the legacy UI, and found that it was client/chrome related, re: displaying the content vs downloading.
I mention this because it's working for me right now with blueocean. If I click "artifacts" I see a list of 3 items: pipeline.log, and two .png files generated as screenshots from UI testing, that I publish with the 'archive the artifacts' functionality. Each of those 3 items is a link itself as far as the "filename" is concerned, To the right of the filename is size, and to the right of that is the icon/link (down arrow) for downloading. Each work as expected for me – clicking on the "filename" displays the object in the browser in a new tab pipeline.log shows all the build text, and the two .png files show the picture. If I click the download icon it will download it.
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