I wondered if the fact that jDownloader is a Java-based app might explain the odd behavior. To test, I downloaded and installed Jin (a Java-based chess server interface app). I had no trouble assigning Jin to a particular space. I then spent some time comparing the two packages, but no obvious difference revealed itself. That said, I'm not sure what makes an application "dockable"; perhaps someone with more expertise can chime in.
In any case, the problem here seems related to jDownloader rather than OS X, though that's mostly just a guess.