That will only happen when the link actually is expired. When you add/edit a product with a file download, you are given expiration settings for the number of Attempts you will allow on each buyer's link, and you can also optionally specify a time limit in Hours. The download link we issue to each buyer will expire after your permitted number of Attempts or Hours, whichever comes first, has been met for that link.
You can view the number of Attempts made for any buyer's link(s) in your Transaction Log. You can reset the expiration on any link in Seller Admin > Re-activate expired link & Re-send thank-you email, where you will need to enter the buyer's transaction ID (which you can obtain from your Transaction Log) and can optionally re-send their thank-you emails with the link to their thank-you/download page.
Note that it is not technically possible to determine when a download has completed successfully; we can only count how many times the buyer has Attempted to start the download on their link. Attempts count any "hit" on the download link, which can include anti-virus or other computer security software that may automatically pre-fetch links to scan for potential computer threats, so these can use up Attempts before the buyer even sees their link to try downloading personally. If a buyer needs to pause and resume a large download, or if their browser or download manager attempts to resume stalled downloads automatically, each restarted download counts as another Attempt on that buyer's link. For these and other reasons, we recommend using our default expiration settings allowing up to 5 Attempts, or certainly no fewer than 3 Attempts at bare minimum.
Another issue we have seen occasionally is when buyers use a "download accelerator" that actually splits the file into several parts to download simultaneously; since each of those concurrent partial-downloads would count as an "Attempt" against their link, this can exhaust all Attempts in one fell swoop and may appear to expire the link prematurely. If this happens, reactivate the buyer's download link (as explained above) and ask them to retry with their download accelerator disabled, just using the standard download function of their Web browser.