How did you get to the first URL? That's not the usual form, and it doesn't look like Zotero can currently handle it. But, as you say, Zotero works from the actual stable URL (with the integer number instead of the hexadecimal UUID).
(This isn't related to the other thread, so I've moved this to a new thread.)
https://www.jstor.org/stable/bf3f923a-35f7-30d7-9678-8b673809fbce?seq=19
It just popped up the little alert, but never showed the file being accessed and nothing happened in Zotero.
But it was perfectly happy to load this one:
https://www.jstor.org/stable/44082098
(This isn't related to the other thread, so I've moved this to a new thread.)