This really is where the grade report ends up -- in /tmp/ on the server. You obviously won't be able to download it from there unless you directly log into the server and pull the file out. As far as I've been able to find out, currently the only other option is to download the grades off S3.
For this to work, you need to, obvioulsy, have an S3 account, and set up edX to use it by putting these into your /edx/app/edx_ansible/server_vars.yml :
EDXAPP_AWS_ACCESS_KEY_ID: "<your AWS access key goes here>"
EDXAPP_AWS_SECRET_ACCESS_KEY: "<your AWS access secret goes here>"
EDXAPP_GRADE_BUCKET: '<you need some bucket name, though there might be a default. The bucket might need to exist>'
EDXAPP_GRADE_STORAGE_TYPE: "s3"
EDXAPP_GRADE_ROOT_PATH: 'grades'
And then /edx/bin/update edx-platform <whatever branch you installed>
If you do that, generated grades should end up in your S3 account and you will be able to download them. Mind you, this only really works up until a certain course size, and I'm not sure if using Insights (which hooks onto the tracking log as far as I can tell) is not the recommended way now.