Please help strange behaviour of iCloud drive with the Books app

I recently turn on iCloud Drive for the Books app and all my books were uploaded into the cloud.
I've now decided that I don't much like iCloud drive, so I decided to download my books back onto my device and then turn it off.
Downloading the books back onto the device was simple enough, but when I turned off iCloud drive all my books including the downloaded ones disappeared.
Can anyone explain this strange behaviour.