As far as I understand this is downloaded data and they may offer model selection later on? If so they have little choice and putting your data in the user `/Library/Application Support` (or maybe `/Library/Caches` but that's a mess in itself) is what you're supposed to do.

With the various security changes in "recent" macOS, you can't modify your bundle and download files inside it, as it would change its signature and break the notarisation system.