I don't think it supposed to download history from a broker connector.

That explains why you don't see the issue with EUR/USD - because it is bundled with the distribution.

I've used my own script to extract Forex/CFD data from JForex (Dukascopy) https://gist.github.com/alun/79c4a633c72ea91ec338a7d66c5ab496

But I believe there could be better ways.