Can't download third party files directly from iCloud drive

When I upload a file created in third party apps like Scrivener or Nisus writer on my iMac, I see the file in the finder under iCloud drive in my MacAir, but cannot directly download it. Next to the file name there is a download icon (the same that's used in icloud.com) but clicking on it doesn't do anything. I can't drag the file to my desktop either. I have to go in my browser to icloud.com and download it from there.

I thought I can upload and download files just like in Dropbox or Sugarsync, I use both, without having to go the the icloud.com website.

I am using the latest version of Yosemite on both machines.