So there's really two separate questions hear and I'll address the two of them distinctly
1) Why doesn't the download link work: The blog posts for each podcast are scheduled to go out at 3pm ET every Wednesday (we try to release on a consistent schedule to make it easier for people. That means the blog post is written, links inserted, and the post scheduled Tuesday night/Wednesday morning and then left to go live per Wordpress's system. That all worked fine, but unfortunately one of our distribution partners didn't put their end live in time so when you tried to click through on the blog post, you couldn't find the file. We repointed it to another distribution partner ASAP and its been available through them since early in the evening yesterday.
These issues have now been resolved and you shouldn't see anymore file issues from here out.
2) Why isn't it available right after taping: We're not on the business of making a live video podcast, rather we make a pre-recorded audio podcast. It just so happens, that we think some people might find it interesting to watch, so we setup a camera each week and let anyone who wants watch us do the taping - you'll notice that we don't optimize for video at all (no graphics, only one camera, no skype feeds, no computer feeds, etc).
Because our goal is a high quality audio podcast, there's things that have to be done AFTER taping. The individual tracks need to be edited, any issues removed, releveled, combined, uploaded to our partners, show notes need to be written and linked, etc. While we can do this very quickly sometimes (within a few hours of the show finishing), we can't always, and rather than make people guess about when it will be posted, we make it easy by releasing on a consistent schedule.