From the documentation:
Tracking file downloads
The system can track file downloads as Page visit activities for files stored as CMS.File documents in the content tree of a website. The Track file downloads (cms.file) for these extensions setting in the General section specifies which types of files the tracking includes.
Enter the allowed file types as a list of extensions separated by semicolons, for example: pdf;docx;png
If left empty, the system tracks all file types.
https://docs.kentico.com/display/K8/Enabling+activity+tracking
You may want to try specific extensions such as pdf, or simply try leaving it empty to see that this is the issue.