This thread brought up a thing I found a bit odd as well.
There should be a better feedback if the game has analysis disabled and the SGF can not be downloaded. Maybe just omit the download button in such games (of course, bring it back after the game is finished), or flash a warning like the one displayed when one tries to enter analysis…
Now, v5beta at least brings up an ERR_INVALID_RESPONSE and does not download an empty SGF (or rather one with “Error: SGF downloading is disabled for this game until the game is finished.”) which might confuse users.