iTunes Music Store (it’s still around but can be hard to find because of Apple Music streaming service)
Amazon’s music store (but it’s crap quality and they put audio watermarks in it - don’t use them while the two above options exist)
Comixology before Amazon bought and deleted them
Occasionally there are websites where you can purchase video content for download, but it’s quite rare. I remember buying anime from such a site before.
tl;dr
How can anyone offer that?
It shouldn’t be that hard, gog.com manages to do it
Oh I thought they meant having the content permanently available for download, which is impossible. Thanks for the clarification!
Google play music used to offer it as well.