You have the "Limit Incident Data Retention" Response Rule configured with the "Discard Original Message" option, but the "Download original message" link in the Incident Snapshot still allows you to download the Original Message.
This will occur if the same message violates multiple policies, but only one (or some) of those policies have the "Discard Original Message" Response Rule configured.
In order to discard the Original Message, the response rule must be configured for all policies that the message violates.
Edit Policies and Response Rules to obtain the desired effect