The new FEM4.0 assessment cannot be downloaded into one single file because it is too large. You can download all FEM4.0 data but split it up into separate files per section. The energy section has been split up by energy source types.
These files are named Raw Responses and can be downloaded from the Data Downloads drawer, either from the Modules page or from the FEM dashboard. The Raw Response files are only available for FEM4.0 (FEM2023) modules, not for previous cadence years.