Government information security and technology people, in my experience, are not necessarily forgiving or understanding in any way. And I mean "understanding" in both senses of that word. They neither care to understand your needs nor necessarily understand much about technology. I see so much extra work done just because the security person in charge of writing a procedure had no understanding of what the phrase "volatile memory" means. And that's just one instance from my work; I wish I could share more but it all makes me sad.
All this is a very long way of saying that some of these people may not have even understood what wget is used for, or believed it was unauthorized for use even though it is a standard tool.