This is a NURBS version of the original STL model found on Thingiverse.com.
The original STL has some non-manifold edges due to overlapping mesh faces: this makes CURA interpret the object as non-watertight.

Therefore I’ve decided to model this piece from scratch in Rhino creating a perfect NURBS model that you can easily convert into a new STL.
Click on the following image to download the file (NURBS file + STL file).