Tested this path. It worked, though it seems strange that it has worked.

Here is the log that prints the command:
172.31.6.135 Warning: Retrying download with PowerShell if available...
172.31.6.135 powershell.exe -ExecutionPolicy Unrestricted -NoProfile -NonInteractive -command "& "C:\chef\wget.ps1" "https://www.opscode.com/chef/download?p=win
dows
172.31.6.135 Download via PowerShell succeeded.
172.31.6.135 Installing downloaded client package...