It is probably because of your opening mode.
According to documentation:
'w' for only writing (an existing file with the same name will be erased)
You should use append(a) mode to append it to the end of the file.
'a' opens the file for appending; any data written to the file is automatically added to the end.
Also, since the file you are trying to download is csv file, you don't need to convert it.