It’s an upload server. If you click on the link you have to waid a few seconds until the download starts (there is a countdown), but to avoid that, you can simply right click and chose save as.
My guess is you never used free upload servers
Since whatever I say now won’t change because you screwed up now, please check again, and tell them the truth yourself
As requested by Wildrails, I checked the link again. I still sat through several minutes of popups and watching a countdown timer. An awful lot to sit through for a 5 second recording of an EMD prime mover.
Because when a link is provided, normal people left click on it. Since there was no note that it was loaded with other garbage, there was no indication to right click.