The SD files do download, they just take a long while to begin downloading, so it looks like the phone isn't doing anything for a period of time. Once it starts, it still takes a while.
Port is really great btw. For those who don't know, it was built on a new engine created by a very talented fan game maker named Taxman (Christian Whitehead). His engine is very advanced and customizable, and the game was rebuilt with loving care to detail. Now supports widescreen natively without any of the visuals having been cropped or whatnot. It also includes both the original Japanese soundtrack as well as the different US soundtrack, whichever you prefer. It basically has everything, you can now even play as Tails as unlockable.
For those who have never played this- it's generally considered a contender for best Sonic game ever. It was originally released on the short lived Sega CD- an expansion you could hook into the Sega Genesis during the 90s. It was ported to different systems several times, but the version currently being released for all the different gaming platforms this week is the definitive version. This includes this Android version (though it's also on iOS, PC, Xbox 360, and PS3). If you're interested in this series at all, try it out. The touch controls are incredibly responsive too. Nothing complex either, just a dpad and one button (as well as a pause button).