Yes, sometimes it does not perform. As from the download window, the problem usually arises when you are downloading from a grouped source and none of the incomplete files contain useable data on their own (the collation and verification of incomplete files only takes place when the metadata records show a complete download). And, there can be a slight delay before a complete file is flagged as such for launching from Library. This should not be a problem for you to overcome since the MP3s can easily be added to the playlist of your internal player.