Maybe depends on version of wget? I probably used wget-1.18 (the version
in debian stable; I don't have access to the same system at the moment
so I'm not 100% sure).
Looks like the odd behavior is for 19.2 only; 19.1 behaves "normally":
####:1> wget --version|egrep built
GNU Wget 1.19.1 built on linux-gnu.
####:2> wget http://www.lysator.liu.se/~nisse/archive/nettle-3.4.tar.gz
--2017-11-20 15:17:26-- http://www.lysator.liu.se/~nisse/archive/nettle-3.4.ta\
r.gz
Resolving www.lysator.liu.se (www.lysator.liu.se)... 130.236.254.11, 2001:6b0:1\
7:f0a0::b
Connecting to www.lysator.liu.se (www.lysator.liu.se)|130.236.254.11|:80... con\
nected.
HTTP request sent, awaiting response... 200 OK
Length: 1935069 (1.8M) [application/unix-tar]
Saving to: 'nettle-3.4.tar.gz'
[...]
2017-11-20 15:17:26 (4.25 MB/s) - 'nettle-3.4.tar.gz' saved [1935069/1935069]
####:3> file 'nettle-3.4.tar.gz'
nettle-3.4.tar.gz: gzip compressed data, last modified: Sun Nov 19 13:36:24 201\
7, from Unix
####:5> wget --version |egrep built
GNU Wget 1.19.2 built on linux-gnu.
####:6> rm -f nettle-3.4.tar.gz && wget http://www.lysator.liu.se/~nisse/archiv\
e/nettle-3.4.tar.gz
--2017-11-20 15:18:14-- http://www.lysator.liu.se/~nisse/archive/nettle-3.4.ta\
r.gz
Resolving www.lysator.liu.se (www.lysator.liu.se)... 130.236.254.11, 2001:6b0:1\
7:f0a0::b
Connecting to www.lysator.liu.se (www.lysator.liu.se)|130.236.254.11|:80... con\
nected.
HTTP request sent, awaiting response... 200 OK
Length: 1935069 (1.8M) [application/unix-tar]
Saving to: 'nettle-3.4.tar.gz'
[...]
2017-11-20 15:18:14 (4.11 MB/s) - 'nettle-3.4.tar.gz' saved [6348800]
####:7> file nettle-3.4.tar.gz
nettle-3.4.tar.gz: POSIX tar archive (GNU)
ciao
gabriele