I'm sure Spotify used to have this feature, where your downloaded playlists appeared first in in your library. This makes finding them way easier and especially when you're in the car. An alternative would be to have a way to favourite playlists or albums.
Updated on 2018-08-13
When you're inside the list of Playlists just scroll all the way to the top to reveal a Filter icon.
Tap it and choose "Downloads" to only see the downloaded Playlists. 😉