Well, if you are running on it's original OS, which is "KitKat" then that explains why. You would need to be running "Marshmallow" to allow for direct download of apps to the SD card. You may be able to get stuff that downloads within specific apps to go directly to the card, if that app has that ability in its settings, however most phones don't allow downloading much of anything direct to the SD card. I believe Google Play, and a few other places, don't allow for it as well.
You can download to the device and then move things over to the card. That will work for photos, images, videos, music, etc., but not most apps.
To free up space on the phone, you might want to move your photos, images, videos, music, etc., to the SD card. It...