Thank you for a very helpful answer.
To Apple: Following the above procedure does work, however the User Experience of doing so, especially when there are a large number of songs and other content to download, is unpleasant. For instance, while I can list all the songs "Not In My Library" I can only do it for one Group, and I am required to click the download icon for each song individually. This means if I have 100 different songs from 15 groups, I have to click the download button 100 times. While it may make sense to pick and choose for some people, for me - and I have no doubt, many others - it would be simpler and easier to have a "Download everything purchased that is not in my library" button.
In addition there's no visual indicator of songs being downloaded. Each item to be downloaded still shows the download icon even after I've clicked it.
Thanks,
Karl