I have set my mail to download when I open Thunderbird. It always used to before. It does download later and I can download it on demand, it just doesn't do it on startup.

The only changes I made a short while before I noticed this relate to the security settings on my server. But given that I can otherwise get the mail, I cannot see how this would affect the mail on startup option - and I am not expert enough to fiddle with security settings other than those recommended by my server.