In my experience, if you have any form of partial download / install on your system then the pop-up will never appear. The only solution that seems to work, for me at least, is to locate the packages folder, delete anything associated with the rogue DLC (SC368 in this case), launch TANE and perform a database rebuild. Then start Trainz and the pop-up should appear (you can of course click on the Download purchased items option before starting Trainz, but it shouldn't be necessary).
I find the whole DLC download process less than stellar as any network issues that cause an interruption will nearly always require you to delete and re-start.
John