I just tried with my laptop (previously with PC), the problem persists. But an interesting observation was that, the % of download completed at the moment the error message popped up varied in different update attempts (e.g. 61%, 72%, 76%), and so did the URL showed by the error message (e.g.
http://rest.kegg.jp/get/hsa04721, 04975...). Would it be that the error message was due to some time limit in downloading the pathway file?
The update I chose in the pull-down box is "KEGG - update KEGG pathways".