@mohammadaskar2 found out you can use Windows Defender to download arbitrary files. Like this:
"c:\ProgramData\Microsoft\Windows Defender\Platform\4.18.2008.9-0\mpcmdrun.exe" -DownloadFile -url http://didierstevens.com/index.html -path test.html
This command uses MpCommunication as User Agent String:
Update: this download feature has been disabled.
Didier Stevens 
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