Mass Print Performance Document - Consolidated Output is missing

Content

When trying to use the new Process Mass Actions for Performance Documents - Print Performance Document, the process can be submitted for the selected Document, but on completion there is no option to download the file

From documentation it says there should be a 'Consolidated Output' option to download the merged file.

Is there a profile option, Security settting in the role which I might be missing?  Please see the attached screenshot to show what I currently see.

Thanks in advance.