First, you cannot download one song at a time any more, only entire albums. And it's not clear why Apple decided to change this. Not only does downloading entire albums take up more precious storage on my iPhone but the inflexibility is frustrating and it seems like the only workaround is by adding individual songs to a playlist - not ideal or intuitive.
Second (and probably the most egregious issue) is that you cannot delete any songs from your library without first turning off iTunes Match. Not only is this completely unintuitive but once you turn Match back on, your library is automatically wiped clean.
You used to be able to quickly add or delete individual songs - Apple needs to listen to their users and make the iTunes Match user experience better.