Why can't I download a movie purchased on apple tv?

I purchased THOR on my Apple TV (2nd gen.) prior to this weekend's release of the Avengers. Enjoyed the movie, but iTunes won't download it to my library. I was charged 19.99 for the movie and it wasn't available for rental, so I know I purchased it. When I use the menu item "Check for downloads" iTunes tells me everything has been downloaded.

Any ideas what's up?

Thanks.