How to make iphone automatically synch files with iCloud

Is there a way to make my phone and iPad automatically synch files with iCloud? If I change or create files in iCloud using my Mac then go to the iphone or iPad they they show a cloud next to them and the only way to synch them is to manually download them. It's a pain if I'm out and about and need a document only to find it's not synched to my phone/iPad and there's no mobile signal or WiFi to download it. Manually downloading is a pain - I have to go through every directory in the tree on Files, find the files that haven't synched and download each document one at a time. It's a real pain and surely can't be the way it's supposed to work.

I've tried the ususal things - logging in and out of iCloud on all devices. Deleting everything in iCloud and re-synching. Calendar, Notes, Reminders and Contacts all synch fine - it's just the files that seem to need manual intervention. This was a problem with my last Mac and last phone. I've recently bought a brand new MBP and created a new user account. No settings were transferred across from my old Mac, so I don't think it's a problem on the Mac. Ditto phones - it's always been a problem, not just related to my current device.