gsutil cp download fail, returns OSError: The parameter is incorrect

I am trying to download a whole bucket to my local machine. I am running Google Cloud SDK shell on a Window 10. I use: `gsutil -m cp -R gs://[MY_BUCKET_NAME] .` However, I get the error below: `OSError: The parameter is incorrect.` I have updated my cloud SDK to the newest version and have checked that I'm using the correct account. Also, I tried it on another Linux machine with the same command and it works.