There isn't a reason you can't use those same services for downloading any content you want. If you are using a front end of some kind, you can just try sourcing the content yourself and using a music streaming app. It's been awhile since I've looked into it, but there was subsonic. Also, most of the video servers like emby and plex also support music.

Because Spotify, YouTube, Apple Music, etc. are so cheap or free that it's not worth the trouble of setting one up for the people who have the resources to do it. Sure, download what you want to keep. But for Discovery? The streaming services are fine. And the people who can't access/afford them also don't have the resources to set something like this up.