MOVEit Automation will refuse to download a file if a previous run has already sent it to all destinations. Unfortunately, the logical result of this is that if there are no destinations, by definition the file has already been sent to all of them. This means that if a task has no destinations but does have processes, and one fails, then the downloaded files are not downloaded again next time.
Check this box to force this process step to behave as a destination when you have a transfer exception. This will cause files to be downloaded if the process failed last time.