I have only ran into this issue a few times and it took me a bit to realize what was going on. When opening the iDrac Remote Console using the Java (not Native) mode it downloads a file. In this particular case it downloaded the file with a different name that Windows cannot open:
I used a different iDrac to launch the Remote Console and realized the file names did not match. The fix is to rename the filename to: viewer.jnlp
Now running the file opens the Remote Console properly!