If the directories are being created, then you have permission to write the files, and the situation is strange. The only thing I can think of that would cause that would be having no disk space in the map cache, but you said that you changed your map cache to be in the MMC to avoid that problem, so I assume you have space available on your MMC.

Are you connected to the internet? You must be connected to the internet before you start downloading maps in Maemo Mapper - Maemo Mapper will not automatically connect to the internet. Try playing an internet radio station while you download the maps - if the radio plays clearly while the "downloading" occurs, but no maps are actually downloaded, then there might be a problem with your MMC (check to see if you can write files into a directory in the map cache.