How Chrome launches JNLP files is different from how other browsers handle it. Chrome treats that as a download rather than application file where the application needs to be launched to handle it.
So the JNLP file gets downloaded - Chrome asks if you want to keep or discard it & you have keep it & then click on it to the launch the JNLP application.
Oracle has advised people to move from Applets to JNLP.
However, this behaviour of Chrome makes it very difficult to migrate Applets to JNLP except in controlled environments. If you have a site with lots of users you aren't in control of - many of them will not download a file & click on it to run it.
OTOH, an applet would launch after you click on "You sure you want to run this applet" kind of dialogs.
Is there a way to make this migration from Applets to JNLP smoother?
EDIT: Things have changed between the time Launch webstart without downloading...? was asked and answered. There was a workaround then (described in the accepted answer) - this worked is no longer applicable now because Chrome no longer runs applets.