Yes, it's a mime-type problem. Unfortunately, I do not have access to configure it, so I have to contact the hosting service. In the meantime, I've wrapped it in a ZIP archive.
P.S. It's actually quite stupid because the RFC says that the default, when unknown, is to treat it as "binary/octet-stream."
OK, I found the configurations in the hosting site's control panel (I haven't been here in a while!). I've updated the MIME types and tested the DMG file. It works now.