Hmmm this looks different from what I see on https://repos.azul.com/zulu/rpm/ :
But https://repos.azul.com/zulu/rpm/repodata/repomd.xml shows the repomd xml so it’s definitely a yum repo 
Btw, why shows your error Index of /zulu/bin ?
And you made me daubt my own tests 
So I retested:
And to make sure I will download the whole content including the artifacts now.