No option to download ebook
Thanks for asking! You've run into an unusual case, here, so bear with my explanation. Most titles in our ebook collection are available in the broadly accessible triad of EPUB ebooks (native for the Overdrive App), Kindle Books, and Overdrive Read (browser-based.) There are a small number of titles, though, that are only licensed in more limited formats. Most often folks will run into some older educational books that are only available in a legacy PDF format, but there are also a few graphic novels that are only available in the browser-based Overdrive Read format. It just so happens that this Lightning Thief: The Graphic Novel is one of them.
So, inconvenient though it is, your app is working correctly - the ebook you've checked out just happens to only be available in the Overdrive Read format. If you weren't necessarily looking for the graphic novel, try this version which should be available in the EPUB format and better suited to download in your Overdrive app. (Take a look at the "available formats" box in the catalog entry to see the difference between the two titles, though that's not something that I would expect anyone to notice during routine browsing.)
Thanks for asking, and thanks for using AskOPL!