What happens when you click on the download button? Also, are you using any third-party plugin to get analytics reports via email?
For better assistance, can you provide a video showing how you’re sending the report to mail? For video, you may use https://loom.com or https://www.awesomescreenshot.com/. Please follow the instructions on that page and then paste the URL into this thread.
In the meantime, to troubleshoot where the failure to deliver the email is originating, I suggest that you install the WP Mail Logging plugin and then ask for the email again.