Well, no. Mine doesn't show them either. I don't think the GOG downloader retains any of the game files once you close it, which makes sense. Why would you want them there (all those megs, sometimes gigabytes) in two places?
Couldn't say what the AS downloader does as I prefer to dl any game I buy from them in my browser.
"Best not to think about it. I don't want to fall to bits 'cos of excess existential thought."