Simple answer ! ! !
IT DEPENDS ON THE GAME !!!
I have done download play using Pokemon Link(U) and Daigasso Band Brothers(J) to an UNFlashed DS many times.
But 95% of games require the receiving machine to be either flashed or using a superkey/Passme Device.
It depends on the coding of the game itself, Whether or not it relays the questions the the sending DS asking where its being sent from.
Simple answer is IF both receiving and Sending are Flashed/Passme'd NOTHING is asked and hence it works.
Backwards Compatible PS3/ 320GB
White PSP Slim/ 5.00 M33-6 + CR-5400 - 16 GB,
Crystal XBOX/ v1.0 TSOP Flashed, XBMC + 320 GB,
Sega Saturn/ Custom 50/60Hz + 4in1 Action Replay.