I've heard this same thing several times about purchased tracks. In all cases that I can remember, the files did not have proper tags. So, MC imported them, but you don't see them grouped with the album because their tags are wrong.
Try doing a search, in the upper right search bar, for part of the file name, or the disk location where they are located. See if they show up under the search.
Or use the Audio > Files view and drill down into the folder where they are located. If you see them in either of these ways, then MC has them imported. At that point they just need to be tagged. MC has a good tagger. Edit > Tag . Or you can use some external tagger if you prefer.
Brian.