Hmm, the download SHOULD give you the original asset. Could you please send us a URL to the asset in question (inside your DatoCMS project), either posting it here or emailing support@datocms.com?
Alternatively, is it by chance a SVG? If so, you can add ?svg-sanitize=false to its URL, like https://www.datocms-assets.com/119171/1716576379-svg-sanitization-demo.svg?svg-sanitize=false. (See this thread for more details about SVGs being sanitized).