auto-download of mods (and also the auto-installation) will never happen, mainly for legal reasons.
Especially if it's just for joining the lobby. Besides, from a gameplay perspective, that's also the worst time to download the mods as then everyone has to wait for that person on the crappy satellite connection to download the mods before being able to start the game.
All it would require is the tooltip/whatever to say which mods are needed and then the payer can decide whether or not to get them.