I have the same problem for more than a year now (since Steam changed the properties options regarding synchronising)
and my last exchange with support by ticket didn't fix it and in the end communication failed and i gave up.
I'm not the only one.
Seems to be some Steam mystery.
Tried all kind of things including a Steam reinstall, though the latter was not 'clean', as in i only deleted the files in the "Steam" folder.
I can only suspect left over registry entries might have an influence.
Back on core topic and why i post in here....
What i can offer is a workaround that usualy still works :
1)
Open the game launcher, then the mod should get downloaded, but to...
Steam\userdata\some_number\ugc\referenced\some_other_number\mod
There you shoud find the mod as a zip,
assuming you have selected "Enable Steam Cloud snychronization..." in Steam-Settings-Cloud.
2)
Now copy or move it into the mod folder in
Documents/Paradox Interactive/Crusader Kings 2/mod.
3)
The only downside is the missing *.mod file, to be able to select and activate it in the launcher.
To fix that you can copy the descriptor.mod file from inside the zip and paste it into Documents/Paradox Interactive/Crusader Kings 2/mod.
4) Then rename that file either according to the name inside the descriptor.mod file
at archive="mod/modfilename.zip" or simply use the zip files' name.
While i think you can rename the *.mod file to anything you like, contrary to the zip file ,
it's best to name it the same as the zip, if only to find it easily.
Now it should appear in the Mod list of the game launcher and work.