Hello,
In HikaShop 3.x we store a "token" in the order for guest accounts.
Thanks to that token, we can propose download links and authorize the download when the token is valid.
If you do have email customization, it is possible that the download link do not pass that order token in the URL which would result to the message telling you that you need to login.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.