Just to clarify, what happens after you hit the download button?
Is it stay still checked (green) or it turns off, but your songs are still downloaded?
First thing to try is to log out and back in, it should refresh the app and may resolve the problem.
Other thing to try is go to your settings page, scroll down to the bottom, there you should see an option "clear cache and saved data" - tap it. It will clear everything on your app that is downloaded.