I have (had) the same issue.
File seems not to be signed by AMD. And Windows 10 doesn't want to run it. Downloaded via Edge and Firefox. Like the original poster, Edge didn't want to download the file unless specifically told to do so.
I was not sure on how to proceed so I activated my VPN to my private server at a hosting company and downloaded the file again. I was then suddenly able to download a signed file which actually runs. Upon deactivating my VPN tunnel and downloading the file again, I got the broken file.
My guess would be a CDN issue with how the file is delivered on the internet. At lease I hope so. The only other possibility would be a man-in-the-middle attack replacing the downloaded file with a malicious one.
It could also mean my ISP (vodafone) is trying to deliver a cached file to me which is broken.
Working File (Download through VPN):
amd_chipset_software_5.08.02.027.exe
66091904 Bytes (63 MiB)
4bd9580842b8beb17cea3fdafa87b047117447656bbbeeb9a31a3f090d43cbeb
Corrupt File (Download via ISP):
amd_chipset_software_5.08.02.027.exe
44032560 Bytes (41 MiB)
3a0c03614c4adbab787c7df9204e7763c10e8192309e074ba6870cdd1dfc794e