Downloading episodes of a series

I purchased a series using iTunes on my MacBook, and it offered to download and then watch the first one. Having watched it I wanted to watch the next episode. I expected to see the titles of each episode in my library, since I'd purchased them, and that I'd click a cloud button or similar to download them as I wanted.

Instead, the library only displayed what I've downloaded. After quite some searching, using buttons like "In the store" (which didn't help at all), I went back to the store, searched for and found the episode I wanted (already purchased). From there I could download it.

I've checked all my preferences and have done everything recommended in the article above. Still, I have to go back to the store to download what I've already purchased.

It seems to me if I purchase a season, that the season as a whole should make an appearance in my library - no? I shouldn't need to go anywhere else other than my library to access what I've purchased I would have thought.