Yes it is GEOJson, I can save the file off, and import it manually like in the example I have, but I cannot do it with a rest connector, and since the url doesn't end in .geojson it throws the error I described.
Sorry to hear - sound like an oversight in the rest connector / geoJSON handling. When I look for similar topics I find many people asking the same question but no resolution.
I'd maybe suggest reporting as a bug as it's something you'd expect to just work out the box. You definitely shouldn't need to download externally, then re-import. Defeats the purpose of having a rest connector!