Sometimes there are server-side problems: some dynamic responses (i.e. files that are behind a user account so need the right to access checked before sending) are badly designed so that they uneccesarily break sub-range downloads. This could be seen as a “poor server” issue, but I think it is more a “daft dev/admin” or “bad choice of software” problem.
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[1] admittedly not all, but…
[2] wget and curl do, though not automatically without a wrapper script