SSH Class with a method for downloading via SCP
Some notes:


Your documentation doesn't match... well, it doesn't match anything in your code! Wrong documentation is the only thing worse than no documentation.
A ternary should not span multiple lines. Thankfully, a regular if..else is also an expression in Ruby.

@keys = if args.empty?
  Etc.getpwnam(Etc.getlogin).dir + '/.ssh/id_rsa'
else
  args
end


While you're at it, don't name the argument args: Name it keys, since that's what it is.
I haven't played around with Net::SCP, but if I'm reading the docs right, download will return immediately (i.e. before the file's been downloaded). And your next line closes the connection. As far as I can guess, you, in effect, just cancel all of your downloads as soon as you start them. What you want is probably download! (note the bang).
Incidentally, it's perhaps overkill to make a class for this. Net::SCP already has a download! class method. If we rewrite your class with this, we get:

class SSHOps
  def initialize(host, user=Etc.getlogin, *args)
    @host = host
    @user = user
    @keys = if args.empty?
      args &lt;&lt; Etc.getpwnam(Etc.getlogin).dir + '/.ssh/id_rsa'
    else
      args
    end
  end

  def download_file(remote_path, local_path)
    options = {
      ssh: { keys: @keys },
      preserve: true
    } 
    Net::SCP.download!(@host, @user, remote_path, local_path, options)
  end
end


At this point, the class is only adding defaults for username and keys. That's it. So it might be simpler to write a few simple helper methods:

module SSHOps
  module_function

  def default_key
    File.join(Etc.getpwnam(default_user).dir, ".ssh", "id_rsa")
  end

  def default_user
    Etc.getlogin
  end

  def download!(host, remote_file, local_file)
    options = {
      ssh: { keys: [default_key] }
      preserve: true
    }
    Net::SCP.download!(host, default_user, remote_file, local_file, options)
  end
end


Which you can then use like:

SSHOps.download!("example.com", "/some/remote/file", "/some/local/file")


I've intentionally left out some stuff. My hunch is that you almost always want to use your current username and keys, because that's the functionality that your current class adds. Anything else can basically be achieved just as simply with plain Net::SCP.download!, possibly using the two other helper methods in the module above.
Of course, if you plan to download multiple files in a row, then it'd make sense to use a class if you at least reuse your SSH session rather than opening one for each download.