I attend Xavier University which uses Outlook Live for its email service. When PDF files are attached in emails they save as .ashx files when using Google Chrome. If you want to be able to open these files, simply download them as ashx files and then open them with Adobe Reader. Problem solved.
Here are some links where people have asked the same question and found answers:
Why do my attachments in outlook live always download as attachment.ashx.pdf and not the files real name?
27. How do I open attachments in the Chrome browser?