Turns out that after Chase got into financial trouble last year, they started charging their customers almost $120 / year just to download transactions into Quicken. A friend called online banking twice to ask about the charges and both times they said "We don't charge anything, Quicken does".
Great marketing strategy by Chase. Lie to your customers.
However there is a simple workaround. Turns out you can download your transactions to a file and then import it into Quicken. Takes a little extra effort, but you can think of better ways to spend $120.
Or maybe we all need to move to someone who doesn't charge.