I don't use this function much, so I can't say I have experienced this issue... However, are you familiar with using your browser's console and network panels?
If so, you could check to see if any errors (like timeouts) are being seen by the browser that might explain the download getting stuck?
Unfortunately, I think this may require a client care ticket.. they can see what is happening on the server side, and attempt to re-produce the issue (which is something us in the community can't do).
Also, did the issue just start today? Maybe try again in a few days and see if that makes a difference...
Good Luck