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Selective downloading requires full allocation, check you are not using compact allocation.
"Compact allocation only allocates as much storage as it needs to keep the pieces downloaded so far. This means that pieces will be moved around to be placed at their final position in the files while downloading (to make sure the completed download has all its pieces in the correct place). In full allocation, the entire space that a file needs is allocated as soon as one piece of that file is downloaded, thus decreasing fragmentation.
"We suggest that our users use full allocation."
Fragmentation does not affect today's solid state drives (SSDs). Allocating the entire space a file needs when the first piece is downloaded affects SSDs mightily, as they are typically ¼ the size of HDDs, or ⅛ the size of HDDs, shekel for shekel.
SSD users can work around the space limitation by selecting full allocation and opening torrents in the "paused" state, then setting unwanted individual files to "Do not download" before toggling each torrent to "Resume".
@Cas, thank you for the link and for reminding us of our FAQs.