Hello,
Well, they don't get downloaded to your mod folder by default. The game just reads the up to date mod code from the Workshop upon startup (actually it does cache them to your hd, look at the bottom).
You need to download mods and place them into the correct folder to make them work offline.
For win 7, 8, 8.1 the place should be
C:\Users\YourUsername\AppData\Local\Colossal Order\Cities_Skylines\Addons\Mods
Your active mod subscriptions from Workshop are located in folder SteamLibrary\SteamApps\workshop\content\255710
So you need to move the things you want from there to that above Skylines mod directory to make them work offline.
P.S. Don't move the plain .dll's. Move the specific numbered folders and leave the. dll inside them. Then you'll see them under mods in offline mode.