I'm using a Samsung S10e, when It finishes download; it would say "Can't open this file". The closes I can get to "somewhat" opening the file is using RAR opener but that would just show the codings and how many words you have used, etc.
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The phone shouldn't be the issue. From what I see that message sounds like you might need to give your phone permission to open .apk files that have not been downloaded through google play store. Look here on how to do this on most phones. Hope that helps. :3