Try copying and pasting the download URL directly in your browser. Clicking on that link doesn't seem to work but pasting the link into the browser and hitting return does work for me.
If you click on the link https://www.samsung.com/us/explore/dex/ and click on the button for the Mac version of Dex it will open a window to download the Dex app.
If you click on the link https://www.samsung.com/global/download/SamsungDeXMac it should directly open a window to download the Dex app.
I tried them both in Chrome on my Mac and they worked as expected. Safari took a really long time but also downloaded the file.
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