Same problem here in Austria. It showed me the 'complete Album' after buying a song, but the function disappeared the next day. I tried to buy the same song again and didn't even get the message that I had bought the song already. It even doesn't show I bought one song already when viewing the album page.
I wrote to support, but didn't get yet any answer regarding the missing function.
I had a look at http://support.apple.com/kb/HT1849?viewlocale=en_US&locale=en_US
The page has been updated on January 15, 2012. There is no mention of discontinuing the service. They write:
"When you buy individual songs from any qualifying album, you can complete the album at any time, as long as the album is available for sale on the iTunes Store."
Using iTunes 10.5.3