It is a bit odd, isn't it? 'Must' refers to the writer's confidence in making the assertion, while 'have to' refers to the downloaders' necessity. The structure is correct as it stands and carries more meaning than your two paraphrases.
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AnonymousHere "they must have to download the movies to watch them" means "I think they have to download the movies to watch them", I think the meaning is fine here, right?Right.