For those who still can't find any solutions wherein songs from albums fail to be saved and downloaded for offline listening (like me earlier), I just logged out my account from the app, then re-login. My next attempt in downloading songs from albums already worked.
What I don't understand is that I already turned on the download using data in my settings in which the screenshot below shows, but it didn't work. I can't download the songs. Can somebody please help me? :((