How frustrating! I just downloaded on Chrome when I wasn't logged in, so it's not a general issue but something more specific. Browsing people who have run into this problem before, sometimes it might be because there's a link that says http:// rather than https:// Any chance you see that anywhere on your browser or what the link is trying to call?
Alternately, do you get the same thing if you download directly from the page rather than from the Spooktober page? https://alternativewonders.itch.io/demons-of-the-venta-quemada