The story was published in 1937, which means it’s not automatically PD. According to the copyright database, it looks like the copyright was renewed and came under the revised copyright law. That would seem to be 95 years after publication, so it become PD in 2032.
I would assume that since this is Benet’s most famous and popular story, the estate was diligent about keeping the copyright renewed. They may not have bothered with some of his other works.
Yes, for citizens of Australia. You aren’t in Australia. You are in the United States, where it has been shown that the work is still under copyright. It is therefore still illegal for you to download it.