That is how Preview works if the document was not set up as a proof; It will automatically download the file to your system. I suggest converting it into a proof.

Go to Set-up > System > Licenses System Admin access required.

To remove inherited permissions, go to the portfolio your projects are associated with > Click on the 3 dots next to the portfolio name > then click on Sharing > Then click on the X next to the group, team, or individual you're trying to remove.