This is because the link on the foundation/granter's website is directly linked to the stage 1 part of the application. Your applicant looking for the Stage 2 application that would have been generated from the Stage1. Stage 2 applications do not have any direct links.   

Please have your grantee log in to the My Account page:
https://www.GrantRequest.com/SID_####?SA=AM

This link can be found by going to Launch > Applications > Forms Manager > Settings > View My Account URL

This will allow them to see the stage 2 application they've already started or that has been published to their account.