Gerhard said that for him the downloading job ran for about 12 hours. It seems the connection was closed. I wouldn't be surprised if this was facing a similar problem as https://phabricator.wikimedia.org/T351876
With such long download time, it isn't that strange that there could be connection errors (still something to look into, though, toolserver-to-Prod shouldn't be suffering that).
wget (used by Gerhard) retries automatically, perhaps curl isn't and is thus more susceptible to these errors.
Try changing your job to wget -O - https://dumps.wikimedia.org/wikidatawiki/latest/wikidatawiki-latest-pages-ar... | bzip2 -d | tail