Why wasn't CHEOPS data taken during passage through the South Atlantic Anomaly downlinked in this case, resulting in gaps in photometry?
The high density of energetic charged particles causes problems for any instrument system transiting through the South Atlantic Anomaly. Here, for example, is a description from the Hubble Space Telescope WFC3 Instrument Science Report 2009-40 (Barker et al. 2010, &quot;WFC3 IR SAA Passage Behavior&quot;) of its effects on HST:

The South Atlantic Anomaly (SAA) is the region where the Van Allen
belts are closest to the Earth and is distinguished by elevated levels
of high-energy particle radiation (protons and electrons) which
adversely affects the scientific instruments of low-earth orbit
satellites such as HST. Short and long term effects may include: high
cosmic ray (CR) hit rates, high dark and background levels, residual
glow and count rates, damage to the detector lattice, reduced charge
transfer efficiency, flipped memory bits, and Single Event Upsets that
can suspend the operations of HST instruments.

Below is a figure from that report, showing three 159-second exposures taken by the infrared channel of WFC3 with the shutter closed. The left and right exposures were taken before and after transiting the SAA (the left image's brighter background is Earth light leaking into the camera). The middle image was taken deep inside the SAA. They note that the cosmic-ray incidence is about 50 times higher in the middle image.

It's standard to not do observations when passing through the South Atlantic Anomaly. From the HST Cycle 29 Primer's &quot;Orbital Constraints&quot; section:

No astronomical or calibration observations are possible (except for
some specialized and infrequently executed WFC3 observations) during
spacecraft passage through the SAA because of high background induced
in the scientific instruments and FGSs.

(While certain types of observations with the WFC3 instrument may be permitted, the document also notes that some instruments can't be used on an orbit that passes even through the edge of the SAA, so different instruments can evidently be affected more or less strongly.)
My guess (knowing very little about the details of how CHEOPS observes) is that &quot;no data were downlinked&quot; means either:

The telescope kept taking data during the time it passed through the SAA, but the data were not downlinked because it was known they would be too noisy to use;
&quot;No data were downlinked&quot; is a compact (and maybe slightly awkward) way of saying, &quot;No data were downlinked because the telescope was not taking data during that time&quot;.

Edited to add: A quick look at the most recent CHEOPS Observers Manual reveals this discussion of the SAA

... a target is typically observable whilst flying through the SAA,
however the data taken will show an increased number of glitches and
noise spikes due to the impact of high energy particles. Data taken
during IOC showed that images acquired during SAA passage are not
amenable to photometric reduction due to the huge number of cosmic ray
hits. Therefore, the images taken during SAA passage are not
downlinked to ground in order to save bandwidth.

(So it's #1 of the two possibilities I suggested.)