Does this happen if they download the link before clicking it or only if clicked within the email.
I ran into some issues with snapshot links when they were brand new, found that they worked well if downloaded before using, and even better if FileMaker was opened via the snapshot rather than clicking it while the FM files were opened.
Let us know the exact conditions under which it failed: OS version, FMupdate#, downloaded or within email, etc. so it can be tested under similar conditions.
The problem turned out to be bad data in a "title" field for the record that was used to name the snapshot link. Something as simple as an invisible carriage return make the link look ok but wouldn't open properly.