I've been experiencing a 50% leak of users that after filling out a form and signing up to a trial, don't even click on the "download" button. It's only a 500kb zip file that launches a msi installer so is really not a hassle to do so. The company I work for is a leader in the field, with a solid user base and years in the market, nothing that could make it look shady, and no credit card asked whatsoever. So is the average user scared of downloading software overall? is this common? I'm running out of ideas.
This is pretty common (from experience) - and there are a few common reasons:
You need to take the user action out of the equation as much as you can, or else make it blindingly obvious. Perhaps even send them a follow-up email to remind them to download the software.