Open shared xlsx document in Excel desktop

Hallo all,
I am looking for help. I share a xlsx file stored in Sharepoint to external user. The sharing is set as "People you specify can edit". My client has the url address and can, no problem, open and edit the file in Microsoft online. But there is no button to open the file in desktop application. Some tip for help?

P.S.: I did not described it very well. The user is external, but he has our tenant account to sing in the document. With some clients are no problems and can open the shared file in desktop, some clients cannot. It means, all setting in his Windows are set with his tenant, just the file is shared with our tenant account.

I found some recommendation to change this settings in excel, but client does not see it.