You would think that the Internet would be mobile now. That all connections travel from east to west, and back, via satellites and radio waves. That isn’t how it works. The Internet is visible, tangible, breakable, and wet.
As you can see in this beautiful illustration (click it for a larger image!) the main continents are connected by less than 10cm thick Fiber Optic cables.
Those cables are generally 69 mm in diameter and weigh over 10.000 kilograms a kilometer. In deeper waters, lighter and less insulated cables are used. The capacity for these combined cables is more than 7 million bits per second.
That capacity is rarely used though. In general only 29% is in use. Of that 29% more than 70% is for Internet Traffic.
So, feel free to download more and bigger files from those transatlantic servers. The capacity is there so why not use it?