That is a bug in Check Point download portal that exists for years now.
When you download a tgz file from Check Point download portal, the server writes
Content-Type: text/plain
Content-Encoding: gzip
in the HTTP header.
This is wrong, because it means the the transfer was encoded as gzip for performance reasons and the browser should unzip it and then handle it as plain text.
When you use Firefox, it does exactly what it should. It unzips the stream and tries to display the tar file as text (which looks like garbage to you). When you click on "save as", your browser saves this unpacked stream (basically the tar file).
When you use MS IE (or MS Edge), this does not happen, because these browsers have a workaround implemented for such buggy download servers. They see that this is a file download, ignore the Content-Type header and just handle it as if would have been
Content-Type: application/octet-stream
and prompt you with a download/save-as option.
Not only tgz is affected from this bug in CP download portal, also msi.
Not effected for example is:
exe: Content-Type: application/octet-stream
zip: Content-Type: application/zip
pdf: Content-Type: application/pdf
@Chris_Atkinson : Maybe you can forward this to someone at Check Point to correct this someday.