I have the above issue with two of my banks, www.anz.com.au and www.28degreescard.com.au.
ANZ opens the pdf in a pop-up and 28 Degrees opens in a new tab with the heading "AFP2web Version 3.0"
Under safepay, nothing appears to happen in both cases.
When using safepay on the American Express site (www.americanexpress.com.au), it downloads the pdf successfully to the SafePay directory.