I'm actually enjoying Xbox Music so far (one of only very few people apparently) and am using it on my Windows 8, hopefully on a new Lumia 920 soon.
Anyways, I noticed something when rebuilding my local music library so it works well with the cloud: I can't download an album fully with one click. I have the button to click on, and I can click on it, but it simply changes to 'Downloading' for barely a second and then changes back to normal again, without having downloaded anything. This leaves me having to download every single song of an album extra, which is mildly annoying.
Anyone else having this problem or might even someone with a fix?