Windows Defender absolutely hates the latest update...

[Ethaniel-404]

Classic «Wacatac» hysteria, especially if you use Edge to download the .cmd. ¿Maybe you want to check this...?

[TheBobPony]

I've downloaded the file using Microsoft Edge in my Windows 10 VM and on my main with Windows Defender turned on, seems like it downloads fine for me currently as of right now. Keeping this issue open in case someone else has similar issue like you.

[SmearODeer]

So depending on the setting you have in Defender, especially if you're on a domain, and thus admin with group policy, you run into issues with defender. Where Group Policy will simple overwrite what you did on the next refresh (Hence the domain detect logic now included By TheBobPony). It would be recommended to disable Defender if you're having issue, then turn it back on when your done running.