Download managers deal with parallel download streams much better. The network device buffer can get clogged when trying to download these sequential. You're downloading our files as if they were streaming video. If you've ever used torrents you'll probably know what I'm talking about.
In simple terms, when your browser tries to process the download sequentially it has to keep the data packets it receives from the parallel download streams buffered until it can write it away. When the buffer is full of data that can't be written away sequentially, the download fails or results in incomplete files. where there are gaps in the file. The system stills commits storage space to those gaps so they can look as if you downloaded them in full.
Especially mobile devices will run into this issue.