Hello,
It is true that we will automatically email download links to your buyer after a purchase, but it is not necessary to make your buyers wait for that email.
If you are using PayPal it is going to be necessary for the buyer to manually click through to reach your thank you page after they have completed checkout. That will take them from PayPal's site to the thank you page we generate that contains your download links.
Replacing the thank you pages we generate with one of your own choice will slow down that process and require the buyer to wait for their email.
So, to clarify, the process is: Sales Page > Buy Button > PayPal > Confirm Checkout > Click Continue > Product Download Page.