This problem can be duplicated in the JSPUI by doing the following:
1. Access a restricted or embargoed bitstream while not logged in
2. You will be prompted to first login to obtain access
3. After a successful login, you will be forwarded back to MyDSpace page (and the bitstream will not download).
The only way to successfully download the bitstream is to browse back to the item, and download it again (while already logged in).
In the XMLUI, after logging in, you immediately download the restricted bitstream (assuming you have access to it, of course).