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-articles-multistream.xml.bz2 | bzip2 -d | tail