In your Expensify workspace, there is a setting, particular to expense receipts, that is labeled Public Receipt Visibility. This setting can be found in Settings > Workspaces > Rules > Expenses and is shown below:
You will want to ensure that this setting is Enabled. It is needed to permit access for downloading and syncing receipts with expenses.
NOTE: this setting appears to apply only to those Expensify workspaces leveraging the "Classic" interface and is not available in the "New Expensify" interface. For those of you leveraging the "New Expensify" interface, you will need to revert back to the "Classic" interface, enable the setting, and then you can go back to the "New Expensify" interface.