Plugin Registration Tool 9 doesn't work

Dynamics 365 v9 has brought lots of changes. On of them is that there is no more monolithic SDK. If you go download and extract NuGet package with Plugin Registration Tool it may just not work as you expected. It will connect to organization, but some buttons just won't act at all (Register New Assembly or REPLAY PLUG-IN EXECUTION) without giving any messages.
I tried different things trying to fix it:

• played with assembly redirection
• changed supportedRuntime in appconfig
• enabled FusionLog
• checked logs in %appdata%\Roaming\Microsoft\Microsoft Dynamics365© Plug-in Registration Tool
• checked insides with ILSpy
• checked .Net Framework installed versions

With no luck. I was certain that it is something specifically on my machine, otherwise there would be so much complains for MS guys. They couldn't release completely non-working tool. I should mention that neither 9.0.0.4-preview, 9.0.0.5 and 9.0.0.7 worked. They had same symptoms.
I stumbled on solution by coincidence. When using MS script for downloading tools from NuGet plugin registration tool works as expected. I compared folders and files were exactly the same. What?
So it turned out that files downloaded by me using browser and extracted were blocked. However I unblocked executable file, the way tool couldn't load some assemblies dynamically disabled part of the features. Unblocking dll files solved the problem.
I hope when someone face this issue, they will find that solution straight in search engine instead of fighting it for a day :)