This has most likely already been stated multiple times, but they need to give us the choice of what songs actually download for offline use and what we just want saved to our library for listening with internet connection. I thought that there was some control over this at one point, but that seems to have gone out the window. I'm very frustrated with this. Also, sorry I'm not completely sure how these forums are supposed to work.
I suggest you to create an "on-the-go" playlist for the songs that you like to listen offline and an "online" playlist for listening online. I guess this might be the closest thing to a solution right now.
I thought that this was the case, but now even when I just choose the save option it automatically downloads it, except now, because I've unfortunately reached my max amount of allowed downloads due to Spotify all of a sudden deciding that it was going to download whatever it could out of the things I had saved. Now even if I just choose the Save option, it begins to download if I have room, and this has been extremely frustrating, I can no longer just save an album for online listening, because it automatically downloads when I don't want it to, taking up space that I'd much rather keep open for other things, and its really irritating me because I don't want to remove the entire album from my library, but that seems to be my only option. I haven't been able to find a solution that fits my preferences.