Accountants changes downloaded to desktop version not web

Have you checked this reference?

https://quickbooks.intuit.com/learn-support/en-us/help-article/set-files/use-accountant-copy-working-file-quickbooks/L151sQlqf_US_en_US

The process you mentioned only creates and saves an Accountant's Copy for your accountant to work on. To receive the changes without using the web-based transfer service, ask your accountant to send you the Accountant's Changes file, then save it to your hard drive. You can then import that file into QuickBooks Desktop (QBDT).

Before we begin, back up your company file so you can restore it if needed. If you're using QBDT Enterprise with Advanced Inventory, turn off those features before importing the changes and turn them back on afterward.

Here’s how to proceed:

1. Go to the File menu, then Send Company File.
2. Pick Accountant's Copy, then Client Activities.
3. Select Import Accountant Changes from File and locate the .qby file on your computer.
4. Review the changes to make sure they don't conflict with any recent work you've done.
5. When you’re ready to import their changes, select Incorporate Accountant's Changes.
6. Hit OK to confirm the changes and close any open windows.
7. Follow the remaining prompts to finish.   

QuickBooks will create another backup of your company file once done. For more information, visit this article: Import your accountant's changes into your company file.

You can also update the closing date and password based on your accountant's changes.  

Feel free to comment below if you have further questions. I'll get back to you promptly.