I have an app that does something similar, so I used it to test. I got the same behavior in Chrome.
In IE, I clicked the Open option like you did in your video. After a long pause, the Word doc came up on the screen. I was then able to click close on the IE window & did not experience the issue that you did. I did not have to refresh the browser or close the session.
When I instead chose the Save option in IE, it was much quicker and also allowed me to close the window without any issue.
I am using IE version 11.0.9600.18105