One issue that comes up with a job not working vs. logging and it works are the credentials. I started using AD credentials on my jobs and if I use a service login and the Systems folks don't add all the right permissions the connections fail. But when I login with my own ID downloads work great. So make sure your credentials are correctly able to connect to your devices.
Also be sure when you run your job that the job is using the same download method (TFTP, SSH, etc.). Sometimes our friends in network security have devices that see too many file transfers via TFTP/SSH and starting locking down the transfers thinking is an attack or intrusion.
