Hi whobisc89,
Based on your post, I understand that a copy of file on SharePoint site or SkyDrive pro will auto downloaded when you click Edit on the document.
To narrow down the issue, please try the steps below to troubleshoot the issue with us:
1. Go to the page of SkyDrive Pro or a SharePoint site.
2. Click LIBRARY on the top bar and select Library Settings.
3. Select Advanced settings.
4. Select the option you want about the default open behavior as the screenshot below:
5. Click OK.
Please run the steps above and see if whether it can fix the issue. If not, please get back to me and I’d like to have a further discussion with you.
Thanks,
Lawliet Xu