To work around this, run "gunzip" on the archive, then rename the files to add the ".gz". Verify with the "file" command (it reads the file to verify what they actually are).
Indeed. Firefox sends the "Accept-Encoding: gzip, deflate, br, zstd" header. Pass it to wget and you get double compression as well. The web server does return the "Content-Encoding: gzip" header, so that's weird. Not sure it's supposed to work like that.
Also, to unpack without renaming the intermediate file, just do