Gmail has a special folder called “All Mail”. It’s a virtual folder (not real) that has…well, all your emails in it.
The problem is if you select that folder to download, then ALL your emails get downloaded into that folder. When WAM comes across those same emails in the other folders (the folders the emails actually are located), it doesn’t download them because it already has.
So, don’t select the “All Mail” folder when downloading from Gmail. Of course, it’s entirely up to you, but I wouldn’t download Trash or Junk either. 🙂
You can see the FAQ on “What are special folders” for more information.