JSFiddle - React, Tailwind, and code Playground

HTML

<div class="download">
    <a href="/echo/html/">Some text</a>
</div>

<div class="ajax">
    <a href="#" id="stuff">Entirely unrelated stuff</a>
</div>

<div id="results">
    Some Results!
</div>

CSS

#results {
    border: 1px solid #999;
    padding: 5px;
    margin: 5px;
}

JavaScript

// No point really in using context here.
// This would be better, or at least more readable
var links = $(".download a");

// No need to add in the argument if you're not actually going to use it
links.each(function() {
    // Doing this will get you create the jQuery object 
    // without having to use the DOM createElement method
    var newFrame = $('<div />'); 
    
    // this.href is shorter and neater
    newFrame.load(this.href, {
        'html': '.ajax'
    }, function(response, status, xhr) {
        if (status == "error") {
            console.log(xhr);
        }
        
        // This is the odd part - response is a selector?
        // This should loop through each anchor that are a child 
        // Of the element selected by the response receieved
        // Using appendTo here is better than looping through 
        // each element and using .append() there
        $(response).find("a").appendTo("#results");
        
        // And finally of course because this is .load()
        // Remember that the actual response is also 
        // appeneded to the element in question, 
        // hence the extra .ajax appearing there
    });
    
    // This occures outside of callback, 
    // so it's actually executed *before* the code above
    $("#results").append(newFrame);
});