I've seen this when downloading from Versiontracker.com.
I get to the page that says... "if you're download hasn't started, click here" most of the time, in other browsers, I don't have to do anything, but in Safari, I almost always have to click on the link.
Not sure what the cause of this is, perhaps there's something in the original download request that gets skipped since it's combined with the page fulfillment request.
I don't know if I would call this a bug, seems more like a compliance issue between Safari and whatever call to action the code uses.
It would seem to me that option clicking would solve the problem, since that forces Safari to initiate the download.
You could try looking at the source code, copying the href and manually insert it into the address filed... at least that would tell you that the downloading actually works but it's the initial action that is failing.