Is the service you are using allow you to download the music DRM free, or is it only streamable?
If it’s the latter, might want to reconsider. Just like movies purchased on these platforms (Apple, Amazon, Microsoft, …), the license holder of the intellectual property (IP), usually the record/music company, can pull their content from these platforms at any time and you will not be reimbursed.
I get most of my music off of Bandcamp which is DRM free. The catch it that Bandcamp is mostly independent or small artists. For artists that are not on Bandcamp I usually buy MP3 albums on Amazon which are DRM free.