I think I downloaded mine from the Japan site, or else somewhere in Europe. This isn't the first time I've seen where the Pentax USA site was behind the times or had other problems.
After my initial irritation that they didn't include the manual in the box, I decided it's not such a big deal for me. I downloaded it to my iPad and opened it in iBooks, so I can look something up in the index and click on it to go to the right page. Having read several Pentax owners manuals, it's not like I have to read everything.
Since I'm coming from the K3, there's a number of things that I didn't figure out on my own. I often use select AF point and the K3 has a separate button to go back and forth between changing the focus point and the basic functions of the arrow keys. I was at a loss how to do that because the K-S1 doesn't have that button and needed to read the manual to find out (answer - hold the OK button for a second and it will toggle between the two. Not a big deal now that I know how to do it!).
But I do miss having the hard copy in my hands.
How are you doing with the new camera?