So why do humans say the dog will "only do it for a treat"? Lots of reasons, but primarily, the dog hasn't been fully trained.
1. Is Thor really solid on "down"? Does he confuse it with "sit"? Does he know it in every circumstance and deliver? You can't take away the motivator (hot dog) yet if he's not solid.
2. How many distractions are there? If Pirate can't FOCUS, he can't deliver. In the middle of a puppy class with five other young crazies yapping and jumping, Pirate may have a lot of difficulty giving "down" without the treat reminder.
3. Are you dangling the treat in front of your dog? "See, Coco? I have a nice treat for you if you lie down...." That's a bribe, not a reward. Her knowing you have food on you is quite different than your showing the possibility.
4. Are you letting Molly blow you off? If you ask for down and don't get it, WAIT. It's a really hard thing for humans to do, but if you think she pretty much knows what you want and she heard you, WAIT. She will provide the behavior. Again, if she gives you a "sit" instead, she's not clear or not listening, literally. Just don't repeat yourself ten times, silly, or she will listen less and wait till the tenth time before giving what you want.
5. Try asking for the behavior with less distractions and where you think you will succeed. Mixing in training throughout the dog's day leads to better listening than just finding ten-minute segments of training time. Sure, Loki is good when he knows you're doing that training thing the two of you do. But offering real-life rewards throughout the day leads to a better-trained pup. "Down" before he goes out the door to the yard. "Down" before you play tug with his fave rope toy. It's way easier for him to focus in your kitchen than in the dog park....
6. Stand up straight, speak with confidence, use hand signals, and EXPECT. If you expect your dog will offer the behavior, he will.
7. PRAISE more. Hot dogs are communication devices--but so is "Good boy!" in a high enthusiastic voice. Pairing the praise with the treats when teaching something new will make it easy to delete the treats quickly.
8. Keep things FUN! That's why you have each other anyhow, right? Lucky puppy: you're reading a blog about dog behavior!