Just checked out goclick again. I was under the impression they didn’t accept gambling related sites. When you do a search on casino/gambling/poker no results are shown. But, when you search for “gaming” there are several casinos shown. The CPC looks pretty low for these sites, which could be a sign that there is a lot of click fraud coming from them.
Your download issue could be a couple of things. First, when you click on the download link, the software automatically starts downloading, which might not be what the user intended by going there. Second, the file that downloads is a pre-downloader that requires the user to run it to download the actual software. Given this extra step, you might be experiencing some less adept users not sure what to do. These are just guesses however.