Doubt as to window.location.href ()

I know that window.open() will open url in a new window and window.location.href() will open on the calling page. It turns out that when I use window.location.href() , I put in the page_load a javascript call ( alert() ) by code behind and did not fire. However, this page (called) generates a excel and this is happening, working perfectly. I put a loading in it (in apsx ) and also did not fire, because the page seems to run in the background, I do not know if this is true, but it seems that, but anyway alerts should be fired or not ?

This is the function that calls the page that loads the worksheet (Notice the various attempts on the else I made and none worked.

function AcaoAvancar() {

            if (ValidaFormulario()) {

                var dataInicial = $("#txt_dt_ref_inicial").val();
                var dataFinal = $("#txt_dt_ref_final").val();
                var tipoTabela = $('#ddl_tipotabela option:selected').val();
                var tabelas = RetornaTabelas();
                var classificacoes = RetornaClassificacoes();
                var grupos = RetornaGrupos();
                var autorizacao = $('#ddl_autorizacaoprevia option:selected').val();
                var formato = $("input[name='formato']:checked").val();

                var strOpcao = "dtinicial=" + dataInicial;
                strOpcao = strOpcao + "&dtfinal=" + dataFinal;
                if (tipoTabela != "") { strOpcao = strOpcao + "&tipotab=" + tipoTabela; }
                if (tabelas != "") { strOpcao = strOpcao + "&tabl=" + tabelas; }
                if (classificacoes != "") { strOpcao = strOpcao + "&class=" + classificacoes; }
                if (grupos != "") { strOpcao = strOpcao + "&grp=" + grupos; }
                if (autorizacao != "") { strOpcao = strOpcao + "&aut=" + autorizacao; }
                if (formato != "") { strOpcao = strOpcao + "&format=" + formato; }

                if (formato == "PDF")
                    window.location.href = "../../../hes/asp/hes1015b.asp?" + strOpcao;
                else {

                    window.location.href = '../../relatorios/Rel_ItensMaterialMedicamentoExcel.aspx?' + strOpcao;
                    //window.open('../../relatorios/Rel_ItensMaterialMedicamentoExcel.aspx?' + strOpcao);
                    //document.location.href = '../../relatorios/Rel_ItensMaterialMedicamentoExcel.aspx?' + strOpcao;
                    //$("#carregaLoad").load();
                }
            }
        }

This is the Page_Load where the database data is processed to the worksheet. This code is on the called page and it is the one that is being my problem. See I put some calls to some alerts and none were fired:

protected void Page_Load(object sender, EventArgs e)
        {           
            try
            {

                Page.ClientScript.RegisterStartupScript(this.GetType(), "mensagem", "Mensagem()", true);

                //Parametros do filtro
                string dataInicial = Request.QueryString["dtinicial"];
                string dataFinal = Request.QueryString["dtfinal"];
                string tipoTabela = Request.QueryString["tipotab"];
                string tabela = Request.QueryString["tabl"];
                string classificacao = Request.QueryString["class"];
                string grupo = Request.QueryString["grp"];
                string autorizacao = Request.QueryString["aut"];

                //Carregar Lista de objetos RelatorioItensMatMed
                List<RelatorioItensMatMed> listaItensMatMed = (new Rel_ItensMaterialMedicamento_BS()).get_Rel_ItensMatMed_BS(dataInicial, dataFinal, tipoTabela, tabela, classificacao, grupo, autorizacao);

                //Preencher os dados do arquivo csv
                StringBuilder cabecalho = new StringBuilder();
                cabecalho.Append("Data de Inclusão;");
                cabecalho.Append("Tipo de Tabela;");
                cabecalho.Append("Tabela;");
                cabecalho.Append("Codigo;");
                cabecalho.Append("TUSS;");
                cabecalho.Append("Descrição;");
                cabecalho.Append("Fabricante;");
                cabecalho.Append("Referência do Fabricante;");
                cabecalho.Append("Registro ANVISA;");
                cabecalho.Append("Classificação SIMPRO;");
                cabecalho.Append("Grupo Mat/Med;");
                cabecalho.Append("Grupo Estatístico;");
                cabecalho.Append("Autorização Prévia;");
                cabecalho.Append("Última Vigência;");
                cabecalho.Append("Valor;");
                cabecalho.Append("Prestador Tabela Própria;");

                Response.Write(cabecalho.ToString());
                Response.Write("\r");

                foreach (var item in listaItensMatMed)
                {
                    StringBuilder itens = new StringBuilder();
                    itens.Append(item.DataInclusao + ";");
                    itens.Append(item.TipoTabela + ";");
                    itens.Append(item.Tabela + ";");
                    itens.Append("\t" + item.Codigo + ";");
                    itens.Append(item.TUSS + ";");
                    itens.Append(item.Descricao + ";");
                    itens.Append(item.Fabricante + ";");
                    itens.Append(item.ReferenciaFabricante + ";");
                    itens.Append(item.RegistroAnvisa + ";");
                    itens.Append(item.ClassificacaoSimpro + ";");
                    itens.Append(item.GrupoMatMed + ";");
                    itens.Append(item.GrupoEstatistico + ";");
                    itens.Append(item.AutorizacaoPrevisa + ";");
                    itens.Append(item.UltimaVigencia + ";");
                    itens.Append("\t" + item.Valor + ";");
                    itens.Append(item.PrestadorTabelaPropria + ";");

                    Response.Write(itens.ToString());

                    Response.Write("\r");
                    //Response.Flush();
                }

                Page.ClientScript.RegisterStartupScript(this.GetType(), "mensagem", "Final()", true);

                Response.ContentType = "text/plain";
                Response.AppendHeader("Content-Disposition", "attachment; filename=relacao_materiais_" + DateTime.Now.ToString("yyyyMMdd_HHmmss") + ".csv");
                Response.End();
            }
            catch (Exception ex)
            {
                throw ex;
            }
        }