Tried download a jpeg, but Google Chrome popped up an error message, a red i in a red circle, next to the words "Blocked by your organization"

"Your organization blocked this file because it didn't meet a security policy"

I double-checked and was signed into Chrome, under my personal account so this was confusing

The fix was to temporarily disable the Privacy Badger extension I had installed in Chrome

Privacy Badger is an excellent extension for Chrome that blocks third-party trackers on the web: 

"Privacy Badger is a browser extension that stops advertisers and other third-party trackers from secretly tracking where you go and what pages you look at on the web. If an advertiser seems to be tracking you across multiple websites without your permission, Privacy Badger automatically blocks that advertiser from loading any more content in your browser. To the advertiser, it’s like you suddenly disappeared."

Source: https://privacybadger.org/#What-is-Privacy-Badger