I'm not sure why, but trying to download 6.2 via ‘Steinberg Download Assistant’ I persistently got the message ‘A connection to the download server could not be established’. However, it was easy to download via the Steinberg website (despite the various warnings, the whole process of download and installation took less than 5 minutes).
There was an issue a while ago where the certificate for SDA expired, so you have to manually install a newer version. Steinberg website > Support > Downloads. You can get the Dorico installer directly there, too.
I enjoy the irony of downloading utilities that want or to download themselves (or need to be downloaded manually in order to download something else) as much as the next man -- but as I have various other Steinberg apps like Cubase, and sample instruments, SDA actually does a pretty good job a managing updates and making sure that I have installed everything I need.