In order to download the items bought in the bundle, you'll need to first access them through the bundle download link, I believe. Only then they'll be added to your library. You're redirected to that link the moment you make the purchase but it's also sent to your email in case you missed it
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Also, this may be of help:
https://medium.com/@stadja/auto-claim-your-itch-io-mega-bundle-games-c425f6a9c1a...