"Reddit user satertek stumbled across a “Download Game” option in PlayStation Now’s menu. Apparently, pressing the button doesn’t yield any results. Furthermore, the button prompt does not appear in all games. The below screenshot from satertek is one taken in Alpha Protocol."
Reddit Post : https://www.reddit.com/r/playstation/comments/8r7fi1/new_psnow_pause_menu_option_return_to_game_detail/
It's interesting to note that the game it's allegedly appeared on, is a ps3 game on the service, not a ps4 game. Giving the option to download games onto your PS4 system like Gamepass would be a great improvement, both downloads and cloud gaming in one service.
Hopefully this is legit, and it's coming in the next few months. If it is coming, it'll likely be a feature of the next major FW update (6.00)
LTD: PS4 - 125m, Switch - 110m, XBO - 51m
2020: PS4 - 9m, Switch - 22.5m, XBO - 2.5m, PS5 - 4.5m, XBX - 2.8m