By default, Microsoft 365 saves a file in the environment you used to open it and opens the file in the environment you last saved it. It doesn’t take much switching back and forth to find yourself in Word for the web, when you thought you were working in the desktop app. If you prefer to work with desktop apps, even when working from your online Office account or Edge’s new Office 365 dashboard, you can force the issue with a simple setting.

• How to determine which environment you’re in with Microsoft 365
• How to manually choose an environment in Microsoft 365
• How to set an environment in Microsoft 365

https://www.techrepublic.com/article/how-to-open-files-desktop-apps-microsoft-365/?utm_content=buffer18db2&utm_medium=social&utm_source=linkedin.com&utm_campaign=buffer

Microsoft Information about this

Some users prefer the Office web apps, while others prefer the Office desktop programs when it comes to how links to Office files should open. We've created an experience where you can select your favorite mode, either the Office online applications or the Office desktop apps, and then your links open in that mode.

https://support.microsoft.com/en-us/office/open-file-links-directly-in-office-desktop-apps-fe241745-9e05-4142-9ba8-1bb1dc044773