Hi @farryn_weiss ,
I assume you're following the instructions in this Canvas guide:
How do I download all student submissions for an assignment?
Note this caveat: "Bulk downloads can be used for the following submission types: file uploads, text entries (displayed as HTML files), website URLs (displayed as HTML files), and Google Docs submissions. Bulk downloads cannot be used for video file uploads."
Based on my own experimentation, it seems you may also be unable to download files submitted via an external tool, such as Kami or OrbitNote.
I don't think it would make any difference, but just in case, have you tried this other method?
How do I download all student submissions for an assignment in the Gradebook?
The only other thing I noticed is that I don't see the option when there are no submissions yet. But based on your question it seems that your students have already made submissions.
If you share what method they used to submit, i.e. how you set up the assignment, maybe someone will have a better suggestion.