I contacted Etsy to ask if they would accommodate us "instant gratification" people... I explained that it would be so much easier to have an instant download option rather than having to email files, links and passwords. I actually got a reply:
"What a great idea! Thanks for sharing your suggestion with us. I will pass this along to the appropriate team here at Etsy."
So, we'll see... maybe it will come to be. That would be great, don't you think?