This short blog shows you one of the possibilities the SQL Server 2016 stuck at Download Setup files is In Progress.
I have a Hyper-V running. The Virtual Switch Manager I configured External network connect to my Wifi. I could browse Internet without issue but when I was installing SQL Server 2016 it stuck at the Download Setup files.
I resolved the problem by changing the Virtual Switch Manager to point the Virtual Network Interface to Internal network then shared my host NIC to this virtual NIC. That worked for me.
I believe this is the bug of Hyper-V and Microsoft needs to resolve the root cause of this.