It will not show up in Saved Files folder unless you have finished downloading it. Chances are it is still in your incomplete folder. Once files are 100% downloaded they are transfered to the saved files folder.

Also, the file you have chosen may be identical in data, but a different file name (uses the same download hash.) So try arranging your download window in various ways to try to see if it is on list already or not. eg: By name, then by size, etc.