Please, be sure that you logged in with the proper account that has the premium subscription enabled.
If you have the subscription, but the albums are not downloading try to log out of your account and to log in again after that, and be sure the internet connection is good and stable. Also, wait for the end of synchronization of albums with the device memory (you have to wait a couple of minutes).
If the download didn't start, enter the account settings, choose "Help and support", open the feedback form on the top right of the screen and enter the following information:
- Name the album and the artist that was affected by the problem. If the problem is the same with all albums - tell us about it.
- Add the version of iOS you have on your device and the model of your device.
- Type of internet connection that you use when you try to download an album. Usually, this is 3G, 4G or Wi-Fi.
- If your device was Jailbroken, let us know about that.
Providing this information will help us to resolve the issue and to answer you as fast as we can.