I'd rather ask what isn't wrong with FTP. It's one of the oldest protocols still (rarely) used, and it's full of unnecessary complexity and weirdness. Using two connections is just one of them...
For downloads only, a REALLY long time ago FTP was the way to go because HTTP often didn't use 8bit transfers and didn't support "range requests" yet, allowing to resume some download. Well, I'd say not any more for 10 to 15 years now.
For generic remote file access, you want something secure anyways (and just wrapping FTP in TLS doesn't fit the bill here because of that clumsy protocol design). There's SFTP instead working via SSH.