Check if the file-name of the web-page (or other files) that you saved, while using in Ubuntu session, to the NTFS partition contain one or some of the characters listed below:
* " : < > ? \ / |
and also see whether the file-name is larger than 255 characters. If yes, Windows won't allow accessing (but you can in Ubuntu) such file as the file-name includes forbidden characters or too large than what is allowed. Visit the reference links below for more info.
To avoid this, you should save (save as) the files manually specifying with valid names, which won't include the forbidden characters and contain 255 characters or less.
Also, the FAT file-system does not allow those characters.