Thank you very much for your answer @andrewilley!
OK, so this is no Poweramp issue then.
But I disagree with the "don't try to use system folders for purposes that they were not intended for" - I'd say the Download folder is for downloads, and if I download music it is downloaded to the Download folder.
I don't really get the point from Google that apps cannot access the downloads - but that is an Android issue ;-) Now it's a couple of extra steps to listen to my downloaded music =/