I had the exact same problem today, and I seem to have fixed it.
I bought FE:LH last night, and in coming home and checking to see if it had remotely installed I was frustrated to find it wasn't in my library. I checked around every way I could think, and found it in my downloads queue.
For some reason it seemed to have designated itself as hidden. I right clicked on it in the downloads queue and went to 'set categories'. I happen to have my games organized by genre, so I use this function every time I get a new game. There is a 'hide this game in my library' box that simply needed to be unchecked, click it and your game should present itself.
I hope this helps!