You don't need to report on direct asset downloads because you should never offer direct non-logged links (even a seemingly direct link in an email isn't really direct, since it's rewritten by Marketo to bounce off the click tracking domain and then redirect to the asset itself).
Make sure assets are downloaded via a server with Munchkin loaded and you'll get the original email click + all subsequent web activities for known leads -- and clicks to download assets + all other web activities for anonymous leads. And remember, those anonymous leads can be turened into known leads and Marketo will merge all the old web history with the new/learned lead.
There are good reasons to host assets on your own server -- existing workflow steps or simply existing file storage, for example -- but user-facing analytics isn't really one of them. (Having deeper web server logs of the requests might be useful to a sysadmin in a troubleshooting situation, but I don't consider that a topline reason.) We happen to host on our server but that's because people already use the CMS to manage asset versions. We don't expect the marketing folks to look at web server logs, as anything that isn't visible in Marketo is a sign we're doing something wrong.