All download links at https://sparrowwallet.com/download/ point to Github links like https://github.com/sparrowwallet/sparrow/releases/download/<version>/<filename>. I just checked the Windows Installer download file link and it took me only 10+ seconds to download the file (download was finished after I chose the save file location as my browser is setup to always ask where to save a download file; I have a stable 100MBit/s downstream internet speed).

Maybe you experienced some temporary or local Github connectivity issues. And nobody except you can know what's going on in your local network.

20min for the download of ~100MB doesn't sound any fast either, but Eleutheria didn't mention any details of personal internet connection. Such a download time could happen when you only have something like 1MBit/s downstream.