Hey, thanks for the additional info!
I double-checked yesterday as well (on Sierra) and it downloaded without adding any file extensions
So now I'm really confused :) I suppose we could also serve a .zip archive, so that at least when it extracts it'll have the right file extension (you'll still need to chmod +x though, since macOS's default unarchiver refuses to give the executable bit to any entry in a .zip file for some reason).