Consider the following scenario:
In your OneDrive for Business site that uses the new OneDrive for Business view, you configure one or both of the following settings:
In Library Settings, Advanced Settings, you set Opening Documents in the Browser to Open in the client application.
In Site Settings, Site Collection Features, you start the Open Documents in Client Applicationsby Default feature.
In this scenario, when you browse to the OneDrive for Business Library and then you click to open a document, the document opens in Office Online and not in the client application.
To work around this issue, click the ellipsis (…) for the document that you want to open, and then click the option to open in the client application. For example, click Open in Word.
This is expected behavior for the OneDrive for Business page. By default, the documents always open in Office Online even though the settings are present.
Still need help? Go to Microsoft Community.