You can manage download settings under project settings. 

You can either lock download for all revisions or until the design is finalized.

Head to Project Settings ⟶ Select dropdown Allow File Downloads

There are two options when allowing downloads:

a) All Revisions - in this case, you can allow downloads of assets at any stage of the review. 

b) Finalized Files Only - in this scenario, the download button will only appear for assets that have been moved to Finalized stage.