To reproduce:
1. Make sure URL downloader repository is active on the admin settings
2. Create a File resource and click Add file to open the File Picker
3. Choose URL Dowloader in the File Picker
4. Insert any URL of a web page contain images (example: www.ed-rom.com)
5. Click an image
6. Choose the option Link to the file directly
7. Click in the button Select this file
Result: Nothing happens. The image it´s not attached.