Rsync is used by default while gem downloading if it is installed on a local machine. To switch it off please uncheck Registry option 'ide.remote.interpreters.use.rsync':
No matter you use a prepared Deployment configuration or SSH credentials to set up a remote Ruby interpreter configuration, rsync is being used. When setting up with SSH credentials we recommend to use certificates by choosing 'Key pair (OpenSSH or PuTTy)' in Auth type field. You can also provide a password by choosing 'Password' accordingly. When password is provided, RubyMine emulates Terminal to use it (the command looks like: rsync -zarv user@host:/remote/path /local/path).
RubyMine informs you if rsync is not installed on a local machine:
sudo apt-get -y install rsync
Rsync is installed by default.
Windows: can be used on Windows systems but is only available through various ports (such as Cygwin).