Several people have the problem of missing games from the Welcome Back program at PS Store after selection, generally they get an error, and then the download doesn’t appear anymore. Here is the solution.
Sony is working to resolve this bug, but in the meantime you can access that content entering to XMB on your PS3 under the column PlayStation Network, and opening Account Management->Transaction Management->Services List->SCEA Promotion. Once there you can access the content you selected before.
Here are the screenshots following the steps above with a spanish interface: