I’ve got exactly the same issue.
Running:
Steinberg Download Manager: 3.2.40 Build 295
Computer: Apple Mac Studio 2023 M2 Ultra
OS: Sonoma 14.2.1
Cubase Version: 13.0.20
Exactly the same message using a brand new SSD (Samsung T9 4TB).
I have given Library Manager Full Disk Access as well to try and resolve this issue and that hasn’t helped at all.