I had same problem. You have to use safari to download, and it downloads the dmg files. I. was using brave browser and it only downloaded the manifest as well.

Whoops forgot I was trying to get an Album and not a Song

@snuff4 @JoeKun Maybe things have changed with MusicKit since this post, but MusicItemCollection<Song>.self returns an error Type 'Song' does not conform to protocol 'MusicItem'