Could be 3 issues. 1. RPA is not opening a browser instance and you are doing it manually. 2. The browser instance does not match your extract step. 3 You are not extracting Data, rather you are trying to use the Download from web page option.
If you do not have a step where RPA opens a web browser, you could need to create that step.
If you have already created that step, then double click on the step, on the pop up, look for "Variables Produced" and your browser instance name will be there. Then go back to your extract step, double click, then in the browser option, make sure the same instance is selected.
If you are using download from web page, you will have to use internet explorer. Add a step called "Launch New Internet Explorer" and in the pop up window, select "Launch Automation Browser" in Launch Mode. Use that browser instance to try your subsequent steps.