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.
You may want to try specific extensions such as pdf, or simply try leaving it empty to see that this is the issue.