Okay - making some progress and I think I'm homing in on the problem. Right-clicking on the track and selecting 'download now' works. The download icon disappears and for the brief second that it takes to download, there is a down arrow next to the 'arrange panels' icon.
Using any other download option available via the right-click does not work. Not to a folder, inbox, or library. No down arrow, no disappearing icon, no download. I have tried a number of folders, none of which are under MB's root. 'Download Now' does wind up in my Inbox.