Here's an interesting find...
I re-downloaded the update, and it was there in the Downloadable Content. Restarted the system and checked again, well it was still there, did few other stuff and the file was still there.
THEN, while in the normal 4.5 (meaning SysNAND), I did one of the steps I had done earlier, which was going to Data Management, Nintendo 3DS, and tapping Add On (as there's no Downloadable Content on v4.5), and after the normal 'searching through the system', it says no data is found.
Afterward, once the system is fully off and restarted, ALL MY EmuNAND eShop 'PURCHASES' ARE COMPLETELY DELETED FROM THE SD!!!
So I hope someone else will try going through the same procedure to see if it's the same for everyone, and if that's the case, then I urge Gateway to mention it in their release notes, because it can be quite annoying and troublesome if you have lots of contents such as actual full eShop games deleted like that without being informed about it.
Moral of the story: Don't go to "data management" with sysnand. Newly downloaded stuff will be deleted. Everything's available for redownload, but I lost my save data.
Edit: This might make it impossible to play newly purchased DSiWare? Since DSiWare doesn't work in emunand, it has to be copied over from the SD card to sysnand. This worked for my old purchases, which of course were accepted by sysnand. But it might reject new purchases.