This happens when trying to download from Library > Album Collections, for this example an album collection of all Harry Potter soundtracks.
If I open a collection and press the download button, it shows a "download playlist pop-up, which asks me to specify the duration I want to download for.
Regardless of how short or long I set that, once I press download, an empty “library filter” shows up in the downloads tab. If I try to download another collection, it will tell me "already downloaded (even if the collection is completely different)
If I manually recreate a filter for, let’s say all harry potter soundtracks (e.g. a Library Filter for Albums containing “potter” in the title, it downloads the music just fine.
You can see this in action with this video
PlexAmp version 4.0.3 (but this was already happening in the previous version)
iOS version 15.3.1