Hi. I found a bug in RSS autodownloading.
If you set Feed Processing Options => Auto-Download Items => Initial Update = NO
autodownload will never work for the files which initially retrieved for this feed (not after the update interval nor after the manual refresh nor after stop+restart the feed). Only newer files will be auto-downloaded.
You will have to delete and recreate the feed with Initial Update = Yes.

I don't really know if it's a bug or not, but it's kinda confusing. Took me 30mins to find out what's happening.

I do believe that's what the 'Initial Update' option is for...
If you want to download existing items after creating the feed, you can simply click on it, go to the 'Published Items' tab, select all of the items (or just the ones you want), right click and choose 'Download'.