Tar is unable to extract the cmake-.**..tar.gz file. Whether you specify with tar xzf or just tar xf doesn’t make a difference. Tested with 3.22 and 3.21 downloads
The URL you are giving to curl is returning a page that redirects you. If you look at the contents of the file you actually downloaded, it will be a HTML document which says as much. Add the -L option to your curl command to have it follow redirects.
Thanks! I never would have guessed there would be a redirect since it appears to be a direct link.