Why is $DATA empty when downloading a file via UWP

  alternate-data-stream, download, uwp, windows

I’m experiencing an issue while downloading an exe file from within an UWP App. The EXE cannot be run after downloading. When I download it via any browser, it works as expected. My research so far brought me to Alternate Data Streams.
When I download the EXE via any browser, the file gets an ADS like My.EXE:Zone.Identifier:$DATA with ZoneId=3 and some additional stuff inside.
When I download the same file from my UWP, it’s also like My.EXE:Zone.Identifier:$DATA, but $DATA is empty with a size of 0 bytes like in the screenshot.
enter image description here

Did anyone experience the same issue and found a solution? Any hint would be great.

Source: Windows Questions