It appears that the album download button is stuck on its "available to download" image and has no functionality on certain albums in the library. I believe this affects albums where metadata changed between the time of purchase versus the present, i.e. same album is still available for purchase, but some minor change in the metadata (provided by the record company) makes the same album "available for purchase" again to your account.
See the screenshots attached for an example - this Beatles record was purchased years ago (and still recognized as a purchase within the Music app) but because of some metadata change to the album from UMG and subsequently provided to Apple Music, the Store thinks it is still available for me to purchase (indicated by "Show Complete Album"):
The bug here is that once the download button is used to download the album, it fails to change into a checkmark indicating that the album has been downloaded locally, despite the "downloaded" arrow indicator being present on the individual tracks. Furthermore, clicking on the button again has no effect - normally, you would have the options of "Delete Album" or "Only Remove Downloads"...... here, nothing.
The only way to remove downloads of this situation is through Settings > Apps > Music > Downloaded Music. The tracks will then be removed. However, using the download button through the Music app will repeat this ugly process once songs/albums are downloaded in this manner.
I've logged this as a bug via Apple Feedback... wondering if anyone else is experiencing similar.
[Edited by Moderator]