Hi Zoom.
Your question is a reasonable one, and I don't think you're trying to start a debate, but questions like this can easily devolve into one, and I have zero interest in debating issues of audibility with any audiophiles who might show up. I'm just going to briefly address some of the technical aspects of your question.
First, if you have been using a PC for any period of time, you HAVE experienced a memory error. It is a certainty. Life continued, the Earth still rotates on its axis. It's part of life, like rain.
If you want to know what Intel CPUs support ECC memory (it's actually the memory controller) then look here:
https://ark.intel.com/content/www/us/en/ark/search/featurefilter.html?productType=873&0_StatusCodeText1=3,4&0_ECCMemory=TrueI'll also say I agree with AD: AMD is putting out better products at the moment.
Don't worry about downloaded files. Data transfer protocols have data integrity checks. If you want to worry, download the track twice and run an md5 checksum on it. Or do research on data integrity. Educating someone on the lengths computers and computer systems go to to ensure data integrity could take months. University courses are designed around it.
Finally, the effect of a single-bit memory error can range from catastrophic to totally insignificant. It is impossible to predict, because it is context dependent. If the memory error occurs in critical kernel or driver code, your computer will likely crash. If it occurs in memory used as frame buffer, one pixel on your screen will momentarily be a slightly different color, and you will never know.
For video playback, the bit error might be totally unnoticeable (that pixel is 1/128th more red than it should have been) or it might cause a bit of pixelization.
For audio, the same is true. It depends on how your audio is encoded. If a single-bit error occurs in a DSD stream, the effect will not only be inaudible, it will be unmeasurable. If it occurs in a PCM stream, there's a small chance it might be audible depending on context and which exact bit. If it occurs in some other encoded formats, the track might not decode at all and won't play or will cause your player to crash.
But it is only hubris that makes audiophiles worry about this. Memory errors are random, unless you have defective hardware. If only 1% of your system's memory is used to store audio data, then you have only a 1% chance of the memory error actually occurring in the audio data. 99% chance it will be elsewhere. Audiophiles seem to think that because the memory holding audio is the "most important" that it will be especially susceptible to errors. Not so. So then if the error DOES occur in audio memory, what are the chances it will be audible? Not predictable, but it's not 100% either. So multiply that by the 1%. And multiply that by the chance that the memory error will occur while you're listening in the first place.
The odds of you having an audible effect due to lack of ECC memory might be 1 in 10,000 or 1 in 1,000,000. It is much more likely it will just crash your computer.
Seriously.
ECC memory is good. Intel preferred cost cutting. But worrying about single bit errors during audio playback is not productive or beneficial to your enjoyment of music. "Computer audiophiles" are already vulnerable to a plethora of things, both real and imagined, and single bit memory errors are not the greatest of these. The click an audiophile hears from a speck of dust that just landed on their vinyl record might be greater than the effect of a single bit error.
So "don't worry, be happy" is my advice.