Are all podcasts protected this way or just some specific ones? Because I picked a random one from the front page of the podcast section in iTunes on Win10, and it worked for me with zero issues[0].
If you can find a podcast on Apple Podcasts for which the method I described in my other comment doesn't work, please post it here. Because it would feel kinda strange if Podcasts app applied DRM like this only to some specific podcasts and not all of them.