How many devices do you use the music pass on, there is a limit of 4 so a phone, desktop, laptop and tablet, if you try to use another device it would stop you using it.
Just for the record and Xbox One doesn't count as it only streams (Not sure if this will change when it goes to 10).
Not saying that is the problem, but it's worth checking, so "Settings" and "Manage my devices".
Sorry just re-read your post, ignore all of that.
You are in the STORE, that is where you buy music, you need to search for music in the "Groove" app, that is where you can add to collection, there is already a thread about this.