According to Whois both are behind the same Cloudflare DNS, so there's a good chance it's a domain they use for a CDN.
Check the properties of the downloaded file, there should typically have a digital signature to confirm it's really from them.
https://www.cloudflare.com/learning/cdn/what-is-a-cdn/
Also, I haven't downloaded the file, but I assume it is digitally signed. You can check the digital signature and see if it is valid and if it is signed by the entity you expect (NordVPN themselves, but could be any other service).
https://www.sslsupportdesk.com/how-to-verify-a-digital-code-signing-signature-in-windows/
After your responses, I did check the signature in Properties and found the issued to/signed: TEFINCOM S.A. which was one of two signers I expected (the other being nordvpn, of course)
I had heard some vague info about content distribution networks (CDN), and that link really helped clarify how they work.
I don't understand how being behind the same Cloudflare DNS (in this case):
lily.ns.cloudflare.com
seth.ns.cloudflare.com
helps unless/probably like if your business is in the Seattle area you would expect to use/see something like [seattle.wa.cloudflare.com]?
I did submit a ticket to the nordvpn chat/email customer service on their website yesterday (which I wouldn't have trusted since I would have to assume that my url to nordvpn.com just might have been hijacked to a malicious site) and they responded:
===============================================================================
NordVPN <support@nordvpn.com>
Reply for your ticket (ID #XXXXXXX) with a subject title is nordcpn.com part of nordvpn.com?
##- Please type your reply above this line -##
Your request has been updated recently. To add additional comments, reply to this email.
NordVPN16 (NordVPN)
May 17, 2020, 4:35:03 AM GMT+3
Hello,
Thank you for your letter.
We can confirm, that the link you provided is legitimate and is one of our official alternative domains.
Let us know if you have any other questions.
Best Regards,
Navarro Soriano
Customer Success Team
NordVPN.com
wallace_n_gromit@xxxxxxxx.com
May 17, 2020, 2:05:22 AM GMT+3
-----------------------------------------------
Email :
wallace_n_gromit@xxxxxxxx.com
subject : is nordcpn.com part of nordvpn.com?
Department : General info
Topic : Security
Origin-URL :
https://nordvpn.com/contact-us/
-----------------------------------------------
seeing this link when trying to download your nordvpn app for windows:
https://downloads.nordcdn.com/apps/windows/10/NordVPN/latest/NordVPNSetup.exe is it legitimate?