fix(cli): Show download finished message only after it has completely run

[nellh]

For smaller datasets this would be pretty synchronous but the worker can be transferring objects for a while. Wait for the worker to send the closed message before showing the download complete message.

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 7 lines in your changes missing coverage. Please review.

Project coverage is 46.84%. Comparing base (794f576) to head (75ec5e1).
Report is 8 commits behind head on master.

Files with missing lines	Patch %	Lines
cli/src/commands/download.ts	0.00%	7 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3281      +/-   ##
==========================================
- Coverage   46.85%   46.84%   -0.01%     
==========================================
  Files         610      610              
  Lines       39102    39115      +13     
  Branches     1254     1255       +1     
==========================================
+ Hits        18321    18325       +4     
- Misses      20585    20594       +9     
  Partials      196      196              

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