OneDrive and your purchased music are 2 different things.
The reason I had to delete all of it was due to duplicates. I had most of it on my phone (android). The few I didn't, I just went to the Xbox music app and redownload it. They will appear in MP3 format once you download them.
On Zune you can only download them once. But Xbox music I've downloaded them on my pc, WP, and tablet without issue.