The file might be set for PLA (200°C), but if you have PETG loaded, it will clog. Even worse, if it’s set for a temperature your hotend can't handle, it could cause damage.

Typically, it is better to download an STL and slice it yourself. However, there are a few scenarios where a direct G-code download is useful:

Only download files explicitly labeled for your exact printer model and nozzle size (usually 0.4mm).