Apparently, for version 11 you don't need to include the build number in the link path to download mxbuild anymore, since Mendix changed the versioning scheme with Mendix 11.5 (see Release Notes)
My bad, i didn't try just downloading from https://cdn.mendix.com/runtime/mxbuild-11.6.2.tar.gz - which simply works :-)
I was misguided a bit by this info section in the docs, so i didn't try leaving out the build number
Did you look at the folder depicted below?