Interesting!
OK, so I end up on this page when I go to download:
https://winscp.net/eng/download.php
My typical action at this point is to right-click on the green graphic that reads "DOWNLOAD WINSCP 6.1.2 (11 BM)", and then select "Save link as ..." so that I can store the downloaded file in the appropriate location in my Tools folder. This is what results in the 18 KB file download. If I then open that file with a text editor, I see that the first four lines of it are this (even though the file was saved with a .EXE extension):
<!DOCTYPE html>
<html lang="en">
<head>
<title>Downloading WinSCP-6.1.2-Setup.exe :: WinSCP</title>
BUT ... if I just (left-)click on that green oval graphic, then it takes me to a new page which then launches a 'Save As' dialog box. So, it does what I want to do, just in a fashion that differs from what I am accustomed to doing (based on other web sites).
Sorry for the false alarm.