I have this same issue, even though this support article for the Music app clearly says that Automatic Downloads should be available in Preferences > General. This was never an issue until the last month or so, so something has changed with a recent update or something because I have a number of purchases that haven't been downloaded to my Mac and should have. For reference I'm on Monterey 12.5.1
Just spent two days with Apple Support trying to troubleshoot it without much luck. They told me to do the following:
- Purchase something from iTunes on my iPhone.
- Sync my device to my MacBook Pro with Finder.
- During the sync I'll be prompted to automatically download items.
This process seems ridiculous to me. The checkbox option in the Preferences pane in the Music app was so straightforward; why remove it? Not to mention that this "solution" won't work for those who don't sync their phones to their computers.
Please fix this, Apple. It's frustrating that songs are no longer downloading automatically to my MacBook.