TL;DR — hdiutil attach -mountpoint refuses to mount a disk image onto a path located on a volume where file ownership is disabled. macOS mounts external drives noowners by default, so any tool that mounts a .dmg into a directory on that drive fails with Permission denied — regardless of file permissions, which are meaningless there. Fix: sudo diskutil enableOwnership /Volumes/YOUR_VOLUME.
It is a permission-model problem, not a corrupt-download problem. The image is fine; the destination is the issue.
Verified on macOS 26.5 (Tahoe, build 25F71), Apple Silicon. The behaviour is long-standing across macOS versions.