I would suggest to check in the fiddler tracer or with the developer tools network traffic capture to see the response of the http request that had been made to the server to get the archive file. Hope that information might help you going forward.
Going forward i have the below suggestions for you,
Open the Product rule that has been created > Click on Create product file at the bottom of the product rule and provide the name without any extension.
Hopefully you should see a request(18) being made as shown in my attachment into the fiddler trace.
If you are using https connectivity then you should allow your fiddler to trace the secured traffic of your instance.
Also cross check the file in your PegaTEMPFOLDER/StaticContent/global/ServiceExport directory. If the file is created successfully then you should see your Product zip file in this location atleast even though it fails to download.