There is no Download option from the Actions drop-down in the Expense tab, as you have it in the Purchases or Sales Inbox folders.
However, you can export and download your Expense reports from the Reports tab or the Review tab.
📎NOTE: To export the original uploaded Expense, visit Export an Expense.
Download from the Reports tab
A user with the Submitter or Approver permission can access the Reports tab and download the report details from there.
Go to the Expenses Reports folder.
Go to the Reports tab.
Click View.
Click Download.
Select PDF or Excel.
Download from the Review tab
A user with the Approver permission can access the Review tab and download the report details from there.
Go to the Expenses Reports folder.
Go to the Review tab.
Click View.
Click Download.
Select PDF or Excel.