I've successfully added a couple of mp3 files to a Paper page, shared the page. Now I'd like to allow those who I've shared the page with to download that audio. There doesn't seem to be an obvious way to do this
As you found out, downloading embedded files that have been shared with others through a Paper doc, is not an option at this moment; they'll just be able to preview those files online.
If you'd like others to download the mentioned files, you can put them in a folder and share the folder with them or, if you don't want to grant them with edit rights, share a link to the folder (or the files themselves) instead.
I hope this clarifies matters and I'm always a post away if you have any more questions.