cli improvements to download script (#668)

docs/reference/cli/index.rst

@@ -7,5 +7,6 @@ CLI
     :maxdepth: 1
 
     ns_process_data
+    ns_download_data
     ns_render
     ns_eval

docs/reference/cli/ns_download_data.md

@@ -0,0 +1,9 @@
+# ns-download-data
+
+```{eval-rst}
+.. argparse::
+    :module: scripts.downloads.download_data
+    :func: get_parser_fn
+    :prog: ns-process-data
+    :nodefault:
+```