MWG 7.1.6 "just after install".
downloaded without progress bar in web-browser (data trickling).
3. I think - disable Gateway Anti-Malware rule.
just like apellepa said already, the download works fine for me via MWG. It works even with progress pages if that is enabled.
If you have progress pages and data trickling off (disabled the "Progress Indication" rulset under "Common Rules"), then it can take quite a while for the download to start. The file is around 180 MB and MWG will first download and scan the file before sending something back to the client.
If you do an FTP download via browser, please keep in mind that this is actually an FTP over HTTP communication, so your browser needs to connect to MWG on the normal HTTP proxy port (9090 by default). The FTP proxy is only used for native FTP clients. The browser will actually send a get request to the proxy, just with the FTP url and MWG will do the rest.