When pointing to the http://foreman-proxy.example.com/pub/ URL, it displays the directory content.

Links inside this directory content strips out the "/pub" part of the URL. Copying the link and manually inserting the /pub downloads the file.

I.e.:
Link inside the directory listing:
http://foreman-proxy.example.com/katello-ca-consumer-latest.noarch.rpm

Actual link of this file:
https://foreman-proxy.example.com/pub/katello-ca-consumer-latest.noarch.rpm