Why use a different server to execute a force download script? [closed]

I m working on a project which uses an API to fetch URL of a video or audio, I want users to able to download the video/audio and for that I wrote script to force download the file. Everything is working correctly, but I recently discovered that other similar tools/apps uses a different host/domain to run the force download script.
for example, if their website is

www.abc.com

, the download link will be something like

dl.something.com/download?token=

the problem is I do not know how to achieve this corretly, if my website is

www.123.com

, force downloading script can be executed by

www.123.com/download?token=

so my questions are –

  1. Why others are using different server to host force download script ?
  2. What will be the correct way to achieve this, without using database, how session variables can be passed to a different host ?
  3. does it affect bandwidth ?

Apologies if I did not clarify everything correctly or if the questions are not correct, but m a beginner and couldn’t find answer to this anywhere