My car is an '87 Euro 300D.

While coasting with foot off the accelerator pedal, my transmission sometimes downshifts but sometimes doesn't, when I move the shift lever to a lower gear.

But if I step on the accelerator pedal a bit, the tranny downshifts to the selected lower gear.

Is this normal? If it's not, how can I make downshifting while coasting more consistent?

In all other driving conditions, like when accelerating, my tranny upshifts and downshifts normally.

You may have some worn parts inside the tranny that will not allow the tranny to brake properly.