Perhaps your antivirus is blocking it? I get a download of this file and checksums:
Name: SharewareOnSale_Giveaway_TwistedBrush_Blob_Studio_hub.exe
Size: 2918968 bytes (2850 KiB)
CRC32: CA6FC319
CRC64: E02322B94F48DD44
SHA256: F2711A652089AE330F72AAB51E6F0798300C5DB238757EA0C56850823DEE51AF
SHA1: E0DEE388FF8A1394A455B5FA73A71A99CD005271
BLAKE2sp: C313C9BDEBF643B00A01893AFF726D4E8C43D52F14B631D0A6650BF36F63DBB9
…and it installed just fine as expected. It grabs the 29 MB installer file and offers to run it. Love the fact too that you have an option to keep a safe copy of the plain Blob installer.