I see it mainly used in conjunction with the automatic download that is achieved using response headers. Some browsers block this behaviour under different circumstances, so the link acts as a backup. This applies to the downloads that make you wait, although in that case the waiting is probably due to bandwidth throttling on their part, or as an attempt to get you to purchase their premium download subscription.
When it's used purely on its own, without the response headers, then it's probably the front-end developers who know how links work but don't know about response headers. This wouldn't be about any kind of UX, as the very act of visiting said page should be triggered by the user as a direct request on their part to perform the download. Moving the action to a link on a separate page is actually hurting UX, not improving it.
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