You should be able to limit download speed, so that it takes enough time to check the transaction is confirmed in the blockchain. If the transaction isn't confirmed, the download would just stop.
Waste bandwidth for no reason . Instead they pay and then 1 confirmation they can download
There's no waste of bandwidth. Not at all, the size of the data doesn't change. You may say it's a waste of time, but it's not because the customer doesn't have to wait for the first confirmation, the download has already started.
It's not a good idea. But hey, if people want to do it, let them.