So I've been having this problem for a few months now. It's not a huge deal, but it can definitely be a bit annoying at times.
Essentially, on both of my PS3s (Phat and slim), after I finish buying something, none of what I purchased is available to download from "Thank you for your purchase" screen. Nothing shows up, and there's no "Download all" option. I need to go into my Download list manually and do it from there, one by one.
Same deal on my Vita. After I buy an item, rather than be automatically thrown into my download queue...nothing happens. I've got to go into My Download list in order to get it.
So essentially, I'm having the same problem across three different consoles. Could it be network-related? Next time I buy something on my Vita, I'll hook it up to my phones network, but my home network has been as stable as a rock. Nothing has happened with it that I feel could be causing this.