I see no reason why you would download the certificate at runtime. You would have to download it over an unencrypted connection, so it could potentially be modified (unlikely but not impossible). And it just makes things a lot more complicated for no good reason.
On the other hand, there is no reason why you would not include the certificate with your game installer. A server certificate only needs to include the public key of the server, not the private key (if you give the client the private key of your server, you are doing something very wrong). So the game installer storing an unencrypted server certificate on the users device should not be a problem. The integrity of the certificate is likely already guaranteed by your distribution channel.
Yes, the certificate could get modified by a malware on the device. But when there is a software on the users device which manipulates the game files, then it can screw with the client in any way it wants anyway. So that's a far bigger problem. Also, app packages are better protected from modification than files in the application directory, so having the certificate in the apk/ipa makes it in fact more secure from access by 3rd party apps.
So just include the server certificate with the game client.
How exactly you bundle the certificate file with your game - referenced Text Asset, Resources folder, asset pack, Addressable or whatever, is a personal preference.