My router's firewall is not enabled. And anyway, this would not explain why GSX was installed and worked fine prior to V3.1.5.
Everything can be explained. APART for the firewall, some routers also have an antivirus, which can have exactly the same defects and flawed heuristic as the PC-based ones and PRECISELY because the flawed heuristic ( correct and NOT "arrogant" explanation ), they blocked a NEW .exe just because it was new.
As soon an user reported this, providing with evidence of what really happened (the router blocked the download), we could identify the software used by the router, which was provided by Trend Micro so, we filed a complaint to Trend Micro, who immediately reclassified the Couatl .exe as SAFE.
Clearly, if the problem is really the router antivirus, but your router doesn't use Trend Micro but something else instead, having some kind of report about it would have been useful, to file a similar complain to a different antivirus vendor.
A way to suspect the router is the culprit, is checking the Couatl64_MSFS.EXE filesize, which is normally about 8MB. If it's much smaller, it's very likely a text or html file coming from the router, with a report of what it removed.