Magento core currently lacks the ability to send out download links in the order confirmation email when the downloadable product that was purchased was a configurable product option. See: magento/magento2#12885
To install, cd to the directory of your magento installation and run the following command:
composer require crankycyclops/magento2-configurable-downloadable-product
Special thanks to Peter Jaap Blaakmeer for whipping this module into shape and preparing it for release.