To have automatic downloads the banks need to facilitate this by having the appropriate infrastructure in place and to offer this service to their customers. Yes there are ways around this but to date all of them involve giving up your Internet Banking username/passwords to third parties thus creating major security and privacy issues.
The Moneydance folks will not compromise on security and privacy.
You can list the details of your banks and the support staff can investigate if they do provide the required services.
That alternative is what most of us in the world have available to us and that is download transaction files from the Bank's Internet Banking site and import these into Moneydance. Moneydance supports all the major formats including OFX and QIF and with structured CSV files these can even be imported into bank and credit card types of accounts.