I had already tried that, and there was no change.
However, I just discovered something that may help you narrowing it down.
It's only when I download files posted "sometime ago" that they are not marked as downloaded.
If I download "recently" posted files, then they are indeed marked as downloaded.
For example, if from the group alt.b.tv.big-brother I download a file posted yesterday, it will be marked as "queued for download" then marked as "downloaded" sometime during the download, and the downloaded status will remain even if I exit Newsbin and re-open it.
But if from the same group I download a file posted in 2010, it will say "queued for download". It remains like that even after the download has completed. Once I restart Newsbin, the status is back to "Idle/New" (as I do not use the "Old" status).