Ok.
«Members download» is a special right used in page categories and therefore it can be set for certain grpoups and categories of pages.
It's managed by Right named «1» in Structure right settings page.
So, check these rights for all categories you need members downloads are on. This (Right «1») must be setted (checked on) for propper group.
See screenshot https://yadi.sk/i/ePq_tCJRjPTE4
