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Expected functionality as per CORS

Cross-origin resource sharing (CORS) is a mechanism to safely bypass the same-origin policy, that is, it allows a web page to access restricted resources from a server on a domain different than the domain that served the web page.

Origin webserver has not allowed sharing. Unlikely that they will if asked so try another method to grab the .psd file.
IFRAME
or via a proxy
or your own file downloader script running on your own web server then link to that local file instead.
as per another answer here.