[Test] Improve download test #2818

Job	Run time
Select tests from inputs	1s
Linter	19s
Run tests (ubuntu-20.04, 2.7, cpython, core, sh)	1m 3s
Run tests (ubuntu-20.04, 3.2, cpython, core, sh)	1m 2s
Run tests (ubuntu-20.04, 3.5, cpython, core, sh)	1m 9s
Run tests (ubuntu-20.04, 3.9, cpython, core, sh)	1m 16s
Run tests (ubuntu-20.04, 3.11, cpython, core, sh)	1m 5s
Run tests (ubuntu-20.04, pypy-2.7, cpython, core, sh)	2m 26s
Run tests (ubuntu-20.04, pypy-3.6, cpython, core, sh)	2m 29s
Run tests (ubuntu-20.04, pypy-3.7, cpython, core, sh)	2m 40s
Run tests (windows-2019, 3.4, cpython, core, bat)	2m 10s
Run tests (windows-2019, 3.4, cpython, nodownload, bat)	58s
Run tests (ubuntu-20.04, 2.7, jython, core, sh)	3m 2s
Run tests (ubuntu-20.04, 2.7, jython, nodownload, sh)	27s
	20m 7s

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