The download files are never generated in ArcGIS Hub if the user does not manually click in the‘Request a new file’ option first. This behavior is not reproducible with the file geodatabase (FGDB) data format.
This issue is not reproducible at this time. There have also been several backend updates to the Hub's download functionality and front-end User Interface updates to the download card, depending on whether the hosted download capability is enabled. If this behavior continues to be observed, reach out to Esri Support Services with examples of Hub datasets where this behavior can be actively reproduced, and the steps to reproduce for further investigation.