The certain thing we are 100% sure about is that NONE OF OUR DATA files are corrupted! All files are validated before publication and have been used by many people without an error.
Your internet connection might possibly be the issue. If Excel says the file is corrupted, then the downloading was done in an unsafe manner.
1) Make a copy of the URL for the download, and then try opening it in a different web browser.
2) Make a copy of the download URL and try to download it again with a different internet connection.
In case you are using the internet at work, chances are your connection will be restricted for downloading; you should turn-off wi-fi and use the cellular internet connection on your personal mobile phone.
3) If the above two didn’t work for you, just let us know.