This is a Wells Fargo error - although their Quicken support team deny having made any changes to the file. Sigh. . .
To correct you need to edit the qfx file and ensure each header item is on a separate line. The file currently has these header items on a single line and Moneydance is therefore unable to read them.
For me the corrected header items - after I edited the file - look like
an empty line
<OFX> and the rest ot the download