ipadOS downloads go directly to iCloud Drive folder, while iOS downloads stay on local device
There is a setting for the Safari download location in the iOS/iPadOS Settings app.

Settings app > Safari > Downloads

Your iPhone is probably set to a local download folder on the iPhone, while your iPad is set toe the download folder within the iCloud "folder".

Can you check in the "Files" app if the downloaded file on your iPhone lives in the "On my iPhone" location?