If the game downloads content too often, it can be because you are running out of free space on your device. It's suggested you have at least 20% of free space out of total on your device for the game to perform smoothly and also to avoid frequent content downloads. If your space is almost full, we suggest you empty some.
To check your free space go to Settings of your device > General > iPad/iPhone storage
Here you can uninstall some apps that you don't use. Additionally you can back up your photos and videos in the iCloud and remove them from your library. Also see this help page for detailed instructions: https://support.apple.com/HT201656
How and why it happens.
When you have little free space on your device, iOS has to clear some as you open and use different apps. That's why Cradle of Empires content files that you have downloaded are constantly removed and that's why Cradle of Empires has to download them again and again each time you open the game.