On Nexus 3, it's impossible to use Ansible or Windows PowerShell Invoke-WebRequest against the Search Assets API, f.e. https://nexus.example.com/service/rest/v1/search/assets/download?maven.extension=jar&group=com.example.app&name=core-app&maven.baseVersion=0.1.0-SNAPSHOT&repository=example-snapshots&sort=version
Basic Auth is not challenged when using this and creating custom headers with the auth included doesn't remedy this. It just returns 404 and a message: "Asset search returned no results" instead of offering to log in.
When using the HTML view link, f.e. https://nexus.example.com/repository/example-snapshots/com/example/core-app/0.1.0-SNAPSHOT/core-app-0.1.0-20190925.100439-10.jar
everything works as intended and it challenges Basic Auth and also accepts web requests (curl or Powershell Invoke-WebRequest) with credentials in the header.
In Nexus 2 the Search API also challenged Basic auth instead of throwing 404 and it was very useful for automation.