Data point for MacOS Catalina:
I have not had difficulty downloading or authenticating to Mathworks until just now. I was installing R2017b onto MacOS Catalina; the download worked, but when I went to register the license, it gave me an error message (that linked to this topic.)
I looked in MacOS security settings, and reviewed everything, but did not find anything relevant. I did happen to notice that my Kensington Trackball manager was blocked from accessing the network, so I authorized that, but I really doubt that made any difference.
I went back to try the authentication again, and this time it worked without problem.
I don't think authorizing the trackball was at all relevant; I think it was just the trying again that made the difference.