it's because it's not tagged properly, the way to tell is that it'll have the little icon for what device it is for next to the file name. I don't know a workaround so i also just downloaded it from the web lol
for whatever reason, I don't think there is. I've tried to do it before by doing Library>Installed items/view all>Manage install locations, but it always just says that the folder is empty even after extracting so I just give up there. Annoying having to go into your files every time to play, but a small price to pay :)