Looker Embed User download action from dashboard requires authentication

[jbtw]

Question:
How can we enable the embedded SSO user to download a CSV from the embedded dashboard?

Context & Repro Steps:
We have an embedded looker dashboard in our application. The dashboard is added via SSO Embedding with the following permissions:

permissions: ['see_user_dashboards', 'see_lookml_dashboards', 'access_data', 'see_looks', 'download_without_limit']

The "Download" button appears in the action menu, however, when the CSV or PDF download for the dashboard is selected, there is a new tab that opens and requires authentication.

Example from the dashboard action menu -- the "Download" action appears as expected.

When "Download" > Download Performance  > CSV > Download is selected a new tab opens that requires authentication.