Firstly your command will save it as local file named . (dot).
Add --auto-filename flag to use original filename or specify name explicitly.
Secondly all works (but slow).
$ rclone copyurl https://www.nass.usda.gov/Research_and_Science/Cropland/Release/datasets/2023_30m_cdls.zip --auto-filename . -vv -P
2024/02/01 11:48:40 DEBUG : rclone: Version "v1.65.2" starting with parameters ["rclone" "copyurl" "https://www.nass.usda.gov/Research_and_Science/Cropland/Release/datasets/2023_30m_cdls.zip" "-a" "." "-vv" "-P"]
2024/02/01 11:48:40 DEBUG : Creating backend with remote "."
2024/02/01 11:48:40 DEBUG : Using config file from "/Users/kptsky/.config/rclone/rclone.conf"
2024/02/01 11:48:40 DEBUG : fs cache: renaming cache item "." to be canonical "/Users/kptsky/Temp/test"
2024/02/01 11:48:41 DEBUG : 2023_30m_cdls.zip: File name found in url
Transferred: 1.918 GiB / 1.918 GiB, 100%, 2.762 MiB/s, ETA 0s
Transferred: 1 / 1, 100%
Elapsed time: 10m16.8s
2024/02/01 11:58:57 INFO :
Transferred: 1.918 GiB / 1.918 GiB, 100%, 2.762 MiB/s, ETA 0s
Transferred: 1 / 1, 100%
Elapsed time: 10m16.8s
2024/02/01 11:58:57 DEBUG : 7 go routines active
I succeeded only after few failed attempts with errors like:
2024/02/01 11:34:09 NOTICE: .: Removing partially written file on error: read tcp 172.20.10.10:54954->23.64.47.233:443: read: operation timed out
2024/02/01 11:34:09 ERROR : .: Post request put error: read tcp 172.20.10.10:54954->23.64.47.233:443: read: operation timed out
2024/02/01 11:34:09 ERROR : Attempt 1/3 failed with 2 errors and: read tcp 172.20.10.10:54954->23.64.47.233:443: read: operation timed out
It means that most likely problem is with source server network not being very stable.