Downloadable products - why is it asking for shipping address?

I'm setting up a online store for people to purchase and download stock images. I pretty much set up everything according to what you suggest here and everything seems fine so far.

I haven't tested how it would go AFTER the payment is made. Already, I found my first issue (if not a "problem") when I check out: it asks for "shipping address".

Since this is a download only store, there's no need for shipping address. Is there anything I set up wrong or I have do edit something else so the "shiiping address" will not be needed?

Thanks in advance for any suggestions.

"Virtual" products don't require shipping, and thus it is not requested.
"Free Shipping" products will still require a shipping address.
Products with Downloads attached to them ... automatically get no shipping.

Downloads are not Virtual and not Always Free Shipping ...

If you mark them as such or have not added the Download filename to the attribute then you will see checkout_shipping

When setup correctly ... Downloads never show checkout_shipping ...