The "solution" below is not a real solution of course, it's a painful workaround, as you have to download all those content-files one-by-one and import them one-by-one into the S1.
I've described the BUG behavior to the support and got an answer, that I can either download every single file myself from my browser, or, and this is really a super idea, I can open a change request :-). After I've argued that a BUG-report should be fixed by the SW-producing company and not asking the user to create a feature-request, I've got an answer, that as the download function runs ok for most of the users, the rest of us not being as lucky are in a feature-request boat.
I've analyzed it a bit and it looks as an IPC deadlock in the download manager thread. The app can't even be closed and the downloader can't be stopped in that failed state - it looks as a failing state-machine design.
For me this case is finished, I'm developing SW a few decades myself and bought the S1 to have fun with my guitar and not to coach SW quality for free. If Presonus sees such basic BUG as a feature-request, it's ok for me as long as the app records my guitar :-). Let's hope there are not many "feature requests" issues like this in other modules. The SW looks otherwise nice, so I can live with I must download all the content myself painfully after a reinstall.