Thanks for trying it.
I just got back to my desk and could also try it myself.
It does indeed redirect

wget "http://audio.bfmtv.com/rmcradio_128.mp3"
--2021-10-06 16:44:54-- http://audio.bfmtv.com/rmcradio_128.mp3
Resolving audio.bfmtv.com... 54.192.137.66, 54.192.137.42, 54.192.137.18, ...
Connecting to audio.bfmtv.com|54.192.137.66|:80... connected.
HTTP request sent, awaiting response... 301 Moved Permanently
Location: https://audio.bfmtv.com/rmcradio_128.mp3 [following]
--2021-10-06 16:44:54-- https://audio.bfmtv.com/rmcradio_128.mp3
Connecting to audio.bfmtv.com|54.192.137.66|:443... connected.