As far as I know, the Forticlient VPN Mac installer is only available in "Online" mode.
That is, you download an installer, and then that installer downloads the REAL installer.
For those of you just want the REAL installer, follow these steps:
You will see then see a bunch of text fly by while the full installer is downloading,
At the very end you will see the following:
20240510 16:16:44.701 TZ=-0400 [update:INFO] fcn_upgrade:569 Download FortiClient Connect successfully.
Copy it to /var/folders/ty/qvkzwbfx5jd0rtng9ctxnkyh0000gn/T/fctupdate/FortiClient.dmg
You can now grab the actual installer at the path listed above.