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-a…
| bzip2 -d | tail