View the product's settings and see if you have checked Enable Templated Email without entering anything in the Email Message field above that. If so, that means you have disabled that product's thank-you email, so there is no default message to send for the "Send free download link" function.
To get around this, you can either type a custom message where indicated when you "Send free download link", or temporarily uncheck the Enable Templated Email box in the product's settings before you send a free link, or just copy the link generated and paste that into a personal email you'd send to the recipient.
