Kip, are you using Windows 11 and MS Edge browser? If so, Check Edge's security settings: For Windows 11,
Check this setting. CNET
If you are in Win 10, its under Settings - Privacy. There is a setting for Block Potentially unwanted apps, and for Defender Smartscreen.
Also, when I tried to download with Edge, it tried to stop me, twice! but it also allowed me an option to keep the file. After saying that I wanted to keep the file, it let me download the file. I normally use Firefox or Chrome and have no issue downloading it. The extremely rare malicious files are caught by the antivirus scan.
Microsoft tries really hard to make it difficult for you do some things, thinking that most users really aren't savvy enough to know what they are trying to do.
I remember many years ago when browsers first introduced the use of certain words as triggers to protect you from going to things like porn sites. One user group had a link to View Breasts.
If you clicked on it, the MS browser would stop you because of the word breast. It would ask if you wanted to see breasts. If you clicked to go ahead, the next page asked if you were old enough to see breasts, then it finally asked if you REALLY wanted to see breasts. The last picture was a pair of hands holding two chicken breasts. Obviously the point being that Microsoft's simple solution would create a problem when none existed.