Note there is a difference between a "thank-you email" vs. a "thank-you page"; the former is sent to the buyer's email account and can only display a plaintext message, while the latter is displayed in the buyer's Web browser window after checkout, or after clicking a download link provided in the email.
The cross-promotional links appear on the thank-you page, not in the thank-you email. The "download" link in the thank-you email is actually a link to the thank-you page, where the actual download links are provided, along with links to any other products you have chosen to cross-promote with the purchased product. If you click the download link you received in your thank-you email, there you will see the thank-you page with the cross-promotion links. :^)
Also note that you can only cross-promote products which already have a listing created for your shop pages in our site's Marketplace. The promotional links will point to a promoted product's Marketplace shop page, since we cannot automatically know which other pages on your own site (or elsewhere) that product is being sold. To create these listings, you can go to your Seller Admin > "List products in your E-junkie shop and our Marketplace", select an existing product from the list, and then click the button to "Add/Edit listing in your E-junkie shop in our Marketplace".