I emailed Ancestry technical support about this. Here's the response, in case others are encountering the problem:
"Unfortunately at this time the feature to download source images if available is missing from the Family Tree Maker for Mac. We are aware of this issue and are working to correct it in an upcoming patch. Until this time there is no way to download the source images aside from manually accessing the record and downloading them, then attaching them to the tree."
Glad to know that they're working to fix it and plan to address it with a patch.