See Open Financial Exchange - Wikipedia
My bank can output data in this format, it might be less clumsy than .csv files.
OFX files are text (XML).
What do you want to open them as?
Doubt you get straight answer here as this is site about LibreOffice and it can’t read OXF files. If you’re gonna do it with LO, download as CSV and import to Calc. There’s nothing wrong with that.
This should be a feature request on Bugzilla.