Ubercart and downloadable file product

I am trying to associate a downloadable file with a Ubercart product and I've followed all the steps I think are needed. Although the purchasing process indicated it should work, the downloadable file is not appearing in the list of files purchased.

Has anyone else managed to make this work? I'm concerned that I've missed a step - or that this feature doesn't actually work.

What I've done so far:

1. Enable the Ubercart File Downloads module
2. Set permission to enable authenticated user to download files
3. In Store > Configure > Products, set:
   1. Files path: ../private/downloads
   2. Set no default download limits
4. Under Store > Products > View file downloads, upload a test pdf file
5. Added a Test product
   1. SKU: Test-doc-001
   2. Price: £1.00
6. Saved product, then edited Features > File download to upload the test pdf document
   1. Shippable product is unchecked
   2. No file limitations selected

I then went through the process of adding my test product to the cart and went through checkout. I used a 'check' (cheque) payment method so I could test without any card input and completed checkout.

In the admin account I set the order status to 'Completed'.

The customer account can log in and see the order, but there is 'No downloads found' shown under the Files tab:

Can anyone verify I've not missed any step please? And has anyone else managed to make this work?

Thanks for reading!

Martin