The official download option doesn't download it to your filesystem as a file. It just lets you watch the video offline in the official app/website. Just tested it now.

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soared 4 days ago | parent [-]

Meaning the video file exists in your file system somewhere, so downloading at a higher speed than possibly viewing the video is an existing functionality in the app.

	▲	mschuster91 4 days ago \| parent [-]
		If you're on iOS no way to access it, and I think on Android it's in protected storage as well.