In the 1980s we downloaded games from the radio

Modern counterpart: the Teenage Engineering PO-32 drum machine can get samples/patches through it's mic or line-in. Some people have Youtube videos with patches in them. E.g. here is a playlist where each video has a section with patch transfer (sounds like an old modem):

https://www.youtube.com/watch?v=SbD49LoIZ_0&list=PLk5kr7-twZ...

This is actually more common than we might think in the music world. TC Electronic and a few other guitar/effect companies also had audio based ways to transmit program data into effects pedals.