There are some interactions between thrust line, CG, wing/stab. Without going into full details, some planes tend to pitch up at higher speeds. Sometimes this is called ballooning. This is very noticeable on high lift flat bottom airfoils which are typically found in trainers.

Downthrust is used to help counteract some of the pitching moment. In other words, as you apply throttle and the plane goes faster, some thrust is used to pull the nose back down to help prevent the up pitch.

Not every plane design requires down thrust. Most aerobatic planes have zero down thrust, a lot of which has to do with their fully symmetrical airfoils that have no pitching moment. I've even seen planes designed with up-thrust. Just be sure to follow the directions as to thrust. Note: Most planes also have about 2.5 degrees of right thrust to counteract torque effects.

If you want the full technical low down on this subject, post this question in then aerodynamics forum.