When using the "Retrieve Metadata (Selected)" feature, attempting to fetch Lightning Component or App Bundles results in zero files being downloaded.
I tried this by trying to fetch individual component bundles by checking the box by the component's name, as well as all lightning component bundles (by checking the box next to "Aura").
NOTE: The problem is with downloading metadata that is already in my local project, so this is unrelated to the issue where "new" metadata is not fetched from the org when trying to pull from a folder (eg. classes or pages).
If I do a project or module request, the lightning component bundle files come in correctly.