As referenced in this thread: https://support.docusign.com/en/answers/00013831
"If you cannot view the options, then the sender may have removed using our Custom Acount Branding Features."
This is stupid and not fair for the signing party. The proposed workaround is to download the documents from the signature confirmation window, but there's no way to get back to that window if you didn't realize you needed it, and there's little indication that you will need it before you complete the signing process and realize there's no way to download the signed document.
I don't know why you would ever allow the download buttons to be removed, but at the very least there should be a warning if you are about to leave the last point at which you can download a document.