If you go into the Alignment (bullseye) tab of EKOS (have to connect mount, camera and astrometry), you click on the options button (bottom right) and you will see an Index Files tab on the left that will allow you to select and download the astrometry files. From there you will be able to select the Index Files Location that may give you 2 choices: 1) "/usr/share/astrometry" for which you likely do not have write permission, and 2: "/home/yourhomedirectory/.local/share/kstars/astrometry" for which you shall have write permission. Select the "/home/yourhomedirectory/.local/share/kstars/astrometry" from the list. You should be able to tick the file selection and download should start soon after.
If you prefer to have all the files in /usr/share/astrometry, you can always sudo move them afterward but you may have to change ownership and permissions.