Sergey,
I went ahead and downloaded the installer to my desktop and then FTP'd the file in binary. It looks to be the correct size on z/OS:
# ls -laT /SERVICE/miniconda-zos-2.0.3-2023-01-17.run
b binary T=off -rwxr-x--x 1 BPXROOT SYS1 122645292 Mar 14 08:36 /SERVICE/miniconda-zos-2.0.3-2023-01-17.run
I am still receving the same error.