No one is asking the question because the option is there.
I'm Immich, find a file that has an empty cloud icon (indicates a file on the server and not on your phone). The top bar shows 4 icons: heart, cloud with a down arrow inside it, plus sign, and info circle.
Click the cloud with the down arrow inside it to sync to your device.
Alternatively, the bottom bar also has your OS share button which offers another multitude of ways to download and send the photo.