I want to say "without downloading it via the internet" to make clear why a proposed offline alternative is less risky: it does not involve sending secret information (specifically, an encryption key) over an external network.
Related question: Via the Internet - is it correct?
Both on and via have senses for by means of; the Internet is the tool or method you are using to sell.
Therefore I think that via is correct here as well, but to me it sounds uncommon at best.
However, the alternative mentioned in this answer, on, seems to be actually incorrect for my case: "downloading it on the internet" seems like it describes what a person is doing on the internet, but what I want to say rather focuses on the method: via or through or over the internet. (It is also not about a person but about something the system does internally.) At this point, I've overthought the options so much that everything sounds weird to me, but I would guess that over is the least unwieldy-sounding.
Is over indeed the best way to say this? Are via and through also both correct, and neither so weird that you would suggest to change it while proofreading?