If it is a playlist made up of Spotify music then you can just flag it to download through the Android app itself (doing it from the PC doesn't sync the same data from PC to phone I don't think because the two systems' file quality settings are different, so either way your phone will be downloading the data from the 'net)
If it is a playlist made up of your own MP3s then it's more of an issue. Try exiting and restarting both PC and mobile apps, try restarting your wifi on the phone. You could also try the new preview app to see if that is any different.
---------------- Listening on Windows, Android and Sonos. Tweeting it at @davelicence