I found the answer. I'm using 2022 Premier CD Download and Firefox. We have separate Fidelity accounts and downloading Investment Income worked for my account, but when trying hers, I got the same error you did.
Kept tinkering, and found that if you choose a different item to download, it would work. So then I tried downloading Interest or Dividends, and got a popup window asking for the login information, which allowed me to enter her login information.
That allowed me to download all of her information as well. Let me know if it works for you.
