Downloaded Podcast episodes still need internet

I was driving somewhere I knew I wouldn't have internet for a few days. So I found the podcast episodes I knew I'd want to listen to. I downloaded them. I chose the "save" option. When I actually GOT where I was going, they were STILL showing up as completely downloaded, but they buffered continuously and then told me they weren't available. Why? How can such a simple concept fail so drastically?

This is NOT the first time this has happened.