As pointed out in #9, the open subprocess called after successfully downloading all files does not work on all distributions.

It turns out that open is an OSX specific command to open a file in the associated application¹.
The command xdg-open exists on some UNIX systems, and there is a python library to call it in a more secure way². Yet this seems like a bit of an overhead.
The Windows equivalent seems to be start ³.

It would be nice to cover all distributions which seems to be covered by this approach: https://stackoverflow.com/a/435669