When I try to download my .tax file i get a message stating "this file does not have an app associated with it for performing this action. Please advise!

What exactly are you trying to do ?  

Continue a 2018 return ?   If so did you download and install the 2018 program ? 

Transfer in the .tax2018 file into the 2019 downloaded program ? 

Yes trying to finish a 2018 return. Didn’t realize I would not be able to do that on the website. I have now purchased the 2018 software but it’s not uploading what I had already completed. 

TurboTax online and e-file for 2018 ended on Oct 15, 2019. 2018 (and earlier tax years) can now only be completed using the CD/download software installed on a Mac or Windows computer. The return must be printed, signed and mailed.

2016-2018 software can be purchased here:
https://turbotax.intuit.com/personal-taxes/past-years-products/

See this TurboTax help article:

https://ttlc.intuit.com/community/prior-year-return/help/how-do-i-finish-a-prior-year-return-that-i-started-in-turbotax-online/01/26322

"How do I finish a prior-year return that I started in TurboTax Online?

If you started your 2016, 2017, or 2018 return in TurboTax Online but weren't able to file it before the shutdown, you can finish and paper-file it in the TurboTax download software for PC or Mac.

Start by purchasing and downloading the software and install it on your computer. If you're also filing a state, be sure to download and install the corresponding state program (PC instructions | Mac instructions).

1. Now sign in at TurboTax.com using the same login you used to prepare your prior-year return.
If you don't remember it, try account recovery. Still no luck? Then just start over in the TurboTax software you downloaded and skip the rest of these instructions.

2. Under Your tax returns & documents, select Download .tax file (not the PDF) for the prior year you want and save it to your computer.

3. Back in the CD/download software, select Find a Tax File, and then browse to the tax data file you downloaded in the previous step.

4. Select the file and click Open.

5 . You can now finish up in the software. Your return will need to be paper-filed, as e-filing prior years is no longer available."

One more step to add ... if the return you started had a state return in it you must start a fake return so you can install the state program then you can close that fake return and open the real one with the same state in it.