You sure? Up to the platform, but generally it is not the case I think. I mean sure, I paid and downloaded albums from Bandcamp before, but I use YouTube the most for music. I do not use Spotify, or Apple Music. No idea if you can download songs from those platforms. I do use SoundCloud and YouTube. I must use youtube-dl to download music from those two places. SoundCloud gives the uploader the ability to allow the downloading of the uploaded song, but in many cases it is not allowed, so youtube-dl it is. Then you can also find torrents and download your favourite bands' music in FLAC format.

youtube-dl is amazing. It supports a lot of platforms, and you can download entire playlists by just using the URL to the playlist itself.