`wcurl`, `curl`-wrapper that comes bundled with `curl` since 8.14, does that
https://curl.se/wcurl/manual.html
@Zugschlus wget -nd muscle memory...
I also sometimes use lynx when neither manages to follow the redirects, at least with the options I'm aware of (like Sourceforge downloads).
@Zugschlus @bagder (in commandline context) I tend to use curl when I want the response to stdout for chaining to something else, and wget when I want the response saved to a file. Those differing defaults make a difference. wget will also set the local mtime to match the last-modified header which I appreciate. Plus recursive trawling I use it for.
Otoh, with curl I was able to write a basic imap folder statistics script, and other weird shenanigans.
They're different tools. Lots of overlap, but enough differences that I use both and regularly