This issue eluded me for a very long time until I recently encountered a problem with rendering a website that had mixed SSL and Http content. Of course, the Firefox Developer Tools pointed me to this article: https://developer.mozilla.org/en-US/docs/Security/MixedContent
Of course, as you can probably guess, all of these Microsoft download sites are presenting Mixed Content!
This completely prevents me from downloading any of the executables from Microsoft's website until they fix/resolve this issue with all of their websites.
That means, for now, I am forced to download whatever I can through MSDN, or fortunately, a browser like Opera provides me with a prompt regarding the Mixed Content and provides me with an option to Unblock the content to be able to download it!