@Shawn Davis Thank you for reaching out to us, yes there was an issue reported by other customers too regarding this (Unable to download Azure AD Application Proxy Connector from Azure Portal).
Our engineering team identified the cause for this issue and rolled out a quick fix to mitigate the same.
Also, I have tested in my tenant to verify this, I am able to download the app proxy connector without any issues.
Let me know if you are still having the issue in downloading the app proxy connector, we can connect offline and troubleshoot further on the same.
You can reach out to me via email to 'AzCommunity@microsoft.com' with Sub - Attn: Givary and following details in the email body:
Link to this thread/post
Let me know if you have any further questions, feel free to post back.