This is triggered if your browser forces the use of HTTPS regardless of what the link points to. httpS://downloads.atlassian.com prompts for a password, but all the links point to http://downloads.atlassian.com - a common cause is using a blanket HTTPS forcer like HTTPS Everywhere.
I've raised with our sysadmins whether we could avoid differentiating between HTTP and HTTPS but for operational reasons that distinction must remain for now.
Not really. There's no password required to download it from Atlassian's site, and you haven't given us any information about the password prompt you are seeing.
In the absence of other information, the best we can tell you is that it's something on your machine or network (a network proxy is the usual culprit of interrupted browsing) and you need to fix it on your side.
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