It’s important to allow Steinberg Download Assistant to update itself, as you will have seen from the notice pinned to the top of the site (provided you didn’t dismiss it without reading it, of course!). The information can be found here:
You do from time to time need to sign back in to Steinberg Download Assistant and Steinberg Activation Manager, for your security. Since you are already signed in to your browser to post on the forum, you should find that simply clicking Sign In in SDA is sufficient to direct you to your web browser, which will immediately redirect you back to SDA.