Whattaya mean Casper Remote could not verify .dmg?

Took me a few minutes to figure this out, but I was trying to install a package with Casper Remote, and it was downloading (from all appearances) the package, but then could not verify the package, so it would fail. The logs were like so:

Downloading http://my.jss:8443/Packages/MyPackage.dmg
Verifying DMG...
Error: The downloaded package could not be verified

Turns out the problem was that, for some reason, Casper thought the distribution point didn't need authentication, so the clients executing the policy were trying to connect anonymously to the WebDAV Realm. Instead of getting the DMG they asked for, they were (I imagine) getting a 404 page. Which, naturally, can't be verified as a DMG. I turned on authentication for all the distribution points, and all became right with the world.