Hello,
It happens sometimes that for "any reason" (lack of memory, communication issue, processing delay) xml files are truncated.
Take care that now most browser performs downloads in background and you should take care that download is really over before using the file (especially if you open them with an office tools which will lock the file).
Usually i add a check in any tools using xml files to be sure everything is ok before processing some huge XML file.
Regards.