They are transmitted over an unencrypted channel, but the CTL files themselves (authroot.stl and disallowedcert.stl) are signed by Microsoft so it's fine. Any modification in transit can be detected and presumably will cause them not to be updated.
It would be interesting to try. There's a sequence number in the CTL which could prevent this type of attack, but I don't know if it's actually checked against that which is currently stored.