Today I tried to download Sparrow Wallet again and the speed was improved but there were limits on download. There is definitely a problem on their side. I'll try to contact them and let them know about this issue.
If you are the only one reporting this problem than issue can't be on their side.
Download is working fine for me, and it's not the first time I did that, but you can always use alternative option and download Sparrow from their official github page:
https://github.com/sparrowwallet/sparrow/releases