Downloads, yes...streaming, no.
In streaming, it stays stored on their servers and you don't get a copy of it.
Pretty much, if you don't get a DRM free copy to download, you are only renting it, or putting a deposit on it till they decide to take it back.
I have dealt mainly with music from them, and it would be rather difficult for them to take back the DRM free MP3's that I have acquired from them, considering they don't have access to any of my computers to do so.
Recently got into some of their digital books (freebies) and it did bother me that I could not download them and have to store them on their servers, only given online access in my browser. I would have been much happier if they had given me the epub files to use in the software of my choice.
Glad I didn't pay for that, and it's very unlikely that I ever will, considering what I would not be getting. Amazon isn't going to make a dime off me with books, unless they decide to do things differently. I am not about to take the risk, if they don't.