For digital/downloadable products, the functionality you are looking for is not yet implemented. However, there is already an idea submitted for this on our Ideas Board. I encourage you to vote on it there as that is where developers go to look for future plugin features and improvements.
Possibly, other third-party plugins could allow gifting digital/downloadable products, but we are not aware of them and cannot recommend any at this moment.
You could still achieve this through custom coding. For additional assistance on this topic, we recommend getting in touch with one of the customization experts listed on the WooCommerce Customizations Page.
Also, if you are into coding, you can visit the WooCommerce Facebook group or the #developers
channel of the WooCommerce Community Slack, you could find help from the community of open-source developers for WooCommerce that hangs in there.
I hope this is helpful and points you in the right direction. Let us know if you have more questions.
Cheers!