use HTTPS address to download data

[pjfanning]

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[Short description explaining the high-level reason for the pull request]

Changes

Much tidier to require HTTPS addresses, even in examples

How I tested this

Notes

Checklist

• PR has an informative and human-readable title (this will be pulled into the release notes)
• Changes are limited to a single goal (no scope creep)
• Code passed the pre-commit check & code is left cleaner/nicer than when first encountered.
• Any change in functionality is tested
• New functions are documented (with a description, list of inputs, and expected output)
• Placeholder code is flagged / future TODOs are captured in comments
• Project documentation has been updated if adding/changing functionality.