That indicates you're still sending product-specific thank-you emails which by default would normally include a link to a thank-you/download page we generate for just that item; that link would not engage your Common Thank-you Page URL redirection. To bypass that, please see the subsection on "Disabling product-specific emails/links" here:
http://www.e-junkie.com/ej/tips.redirection.download-link.htm