Check the files that did not get added to your iTunes Library: are they .flac files?
I'm sure I've seen somewhere recently that iPhones can now play .flac files, but as far as I know iTunes itself cannot play .flac files and will simply ignore attempts to add them to your Library. I've just this minute tried to add a .flac to my Library by using both File/Add File to Library and the double-click/iTunes will add and play the file method. in both cases, the attempt was ignored.
If that is the nature of the problem, look for another format for those tracks on Bandcamp. I use Bandcamp and as far as I know, all albums are available in MP3 format at the very least and you can download whichever format suits you.