Actually resolved the issue. I used wget to download the key locally and then was able to import. When using wget, had to use the flag to not check certificate...
ERROR: cannot verify jenkins-ci.org's certificate, issued by `/C=US/O=Let's Encrypt/CN=Let's Encrypt Authority X3': Unable to locally verify the issuer's authority. ERROR: certificate common name `accounts.jenkins.io' doesn't match requested host name `jenkins-ci.org'. To connect to jenkins-ci.org insecurely, use `--no-check-certificate'. -- You received this message because you are subscribed to the Google Groups "Jenkins Users" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To view this discussion on the web visit https://groups.google.com/d/msgid/jenkinsci-users/498bdbbd-a0f5-4eef-9d77-f945974f1438%40googlegroups.com. For more options, visit https://groups.google.com/d/optout.
