This is a bug. Thank you for helping us find this. Your screenshots are great with the coordinate system and the download extent numbers, and they really helped us track this down. We suspect there is a feet to meters conversion problem somewhere. The coordinate system in your current scene is in feet, so there is a problem with the data download, but if you start with a new scene, you should be able to get the data, and then import it into your current scene.
I think this workaround might work for you.
1) Open a new scene
2) File -> Get Map Data
3) Select the area you want to download
4) In the maps folder, find the newly downloaded elevation.tif file, and drag it into your original scene (with the coordinate system in feet).
5) A dialog will pop up, and you can specify the texture to be texture.jpg.