Music disappearing from my music library

I recently downloaded an album straight to my iPhone's music library. The album is synced to iCloud however it keeps removing itself from my music library and I have to 'show all music on' and re-download it for it to be in my library.

How do I stop the album from removing itself to save me from re-downloading it every time I want to listen to it?

All the other songs in my library have been synced to my computer from a CD and downloaded from iCloud onto my phone.