By design, headless Chrome disables file downloads. This is being tracked at this issue to offer a way to enable that, and the issue seems to be moving along =) https://bugs.chromium.org/p/chromium/issues/detail?id=696481

EDIT - above is assuming downloading a file by simulating a click event to perform the download. there may be other workarounds by script injection etc to use XMLHttpRequest() for downloading a resource directly.