It downloads automatically, because this header is being sent by the server:
Content-Disposition: attachment; filename=thirdpresence_lg-dummy-cygnus-copy_lg-native-dummy-copy_by_ad_by_media source_report_2016-10-01_2016-10-31.csv
Web browsers recognize the
Content-Disposition header and start downloading automatically.
You can still do whatever you like with this content. I'm not a .net programmer, so I'm not sure if there's a shortcut to do that. If there's no shortcut, you'd want to read the contents of this URL and create a file with this content programmatically.