Same code to reproduce error

FrmAzureDashboard.cs

using NLog;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
using System.Windows.Forms;
using System.IO.Compression;
using Microsoft.VisualStudio.Services.Common;
using Microsoft.VisualStudio.Services.WebApi;
using Microsoft.TeamFoundation.SourceControl.WebApi;
using Microsoft.TeamFoundation.Build.WebApi;
using Microsoft.TeamFoundation.Core.WebApi;
using System.IO;
using Newtonsoft.Json.Linq;
using System.Drawing;

namespace Utils.Dashboard
{
    public partial class FrmAzureDashboard : Form
    {
        private static readonly Logger _logger = LogManager.GetCurrentClassLogger();
        List<Models.Build> builds;


        static readonly string TFUrl = "https://dev.azure.com/MyOrg-corp";
        static readonly string UserPAT = "Some PAT Token"; // PAT token

        BuildHttpClient BuildClient;
        ProjectHttpClient ProjectClient;
        GitHttpClient GitClient;
        TfvcHttpClient TfvsClient;


        public FrmAzureDashboard()
        {
            InitializeComponent();
        }

        private async void FrmAzureDashboard_Load(object sender, EventArgs e)
        {
            int buildDefinationID = 792;

            // connect
            ConnectWithPAT(TFUrl, UserPAT);

            builds = await GetBuildListAsync(buildDefinationID);
            CboBuilds.DataSource = builds;
            CboBuilds.DisplayMember = "buildNumber";
            CboBuilds.ValueMember = "buildNumber";
        }

        private async Task<List<Models.Build>> GetBuildListAsync(int buildDefinationID)
        {
            List<Models.Build> buildResult = new List<Models.Build>();
            try
            {
                // Get data about a specific repository
                var project = await GetProjectAsync();
                var allBuilds = await BuildClient.GetBuildsAsync2(project.Id, definitions: new List<int> { buildDefinationID });

                foreach (var item in allBuilds)
                {
                    buildResult.Add(new Models.Build { id = item.Id, buildNumber = item.BuildNumber, result = item.Result });
                }

                return buildResult;

            }
            catch (Exception ex)
            {
                _logger.Info(ex.ToString());
                return buildResult;
            }
        }

        private void CboBuilds_SelectedIndexChanged(object sender, EventArgs e)
        {
            if (CboBuilds.SelectedItem != null)
            {
                var selected = CboBuilds.SelectedItem as Models.Build;
                LblBuildResult.Text = selected.result.ToString();
                BtnDownloadKHP.Enabled = selected.result == BuildResult.Succeeded;
            }

        }

        private async void BtnDownloadKHP_Click(object sender, EventArgs e)
        {
            ClearFolder();

            const string DOWNLOAD_FILE_PATH = "C:\\temp\\ArtifactDownload\\ABC.ZIP";
            const string ARTIFACT_NAME = "homepage";

            // get selected build
            var selectedBuild = CboBuilds.SelectedItem as Models.Build;

            // get current project
            var project = await GetProjectAsync();

            // get artifact
            var buildArtifact = await BuildClient.GetArtifactAsync(project.Id, selectedBuild.id, ARTIFACT_NAME);

            // download in default browser
            // I am able to browse the DownloadUrl
            System.Diagnostics.Process.Start(buildArtifact.Resource.DownloadUrl);

            // todo: following line throws an error
            Stream zipStream = await BuildClient.GetArtifactContentZipAsync(project.Id, selectedBuild.id, ARTIFACT_NAME);

            using (FileStream zipFile = new FileStream(DOWNLOAD_FILE_PATH, FileMode.Create))
            {
                zipStream.CopyTo(zipFile);
            }
        }


        void ConnectWithPAT(string ServiceURL, string PAT)
        {
            VssConnection connection = new VssConnection(new Uri(ServiceURL), new VssBasicCredential(string.Empty, PAT));
            InitClients(connection);
        }

        void InitClients(VssConnection Connection)
        {
            BuildClient = Connection.GetClient<BuildHttpClient>();
            ProjectClient = Connection.GetClient<ProjectHttpClient>();
            GitClient = Connection.GetClient<GitHttpClient>();
            TfvsClient = Connection.GetClient<TfvcHttpClient>();
        }

        async Task<TeamProject> GetProjectAsync()
        {
            string TeamProjectName = "MyOrg-PD";
            return  await ProjectClient.GetProject(TeamProjectName);
        }

        private void ClearFolder()
        {
            Helper.DeleteFolder("C:\\temp\\ArtifactDownload");
        }
    }
}