When I click "Link to audio" where the file name is a number (like 2881.mp3) the download does not start.
Unfortunately, I can not verify this, because I do not have an account on this service.
I was able to download the file using JDownloader. Just copy the link from the feed to the clipboard. JDownloader does the rest. For sure you can use any other download manager as well. it seems that a direct download is not supported by the host.
You don't need an account. That URL does a redirect to http://media.simplecast.fm/episodes/audio/2881/the_ember_router_with_ale.... Does QuiteRSS support redirects?
For this link is normal behavior. Use the "Save Link..."
Can QuiteRSS be changed so clicking the link works for regular links and redirects? When I'm clicking many links quickly, I may not notice that the download didn't start and then I need to perform a Save Link....