"You will first need to convert the QFX file into .qbo file to import the transactions into the desktop version."

Ok, I'll bite:  How?  How does one convert the QFX file into a .qbo file?  What is the workaround?  You never say. You only say how to download a QBO file...but we already know how to do that.  What we don't know is how to convert a QBX file into a QBO file.