Many of Chesky's new releases are wav only, not sure why. In the past they have used flac format.
As wer said, wav downloads probably do not have album and artist tags, since tagging is non-standard in wav files. And, the MC database did not have the album in i, tso you need to enter the tags yourself. Wer's process will store the tags in the flac file so you do not have the problem again.
Chesky really should provide these albums in flac, with tags. Some people claim that wav is better than flac, but I do not think Chesky has taken that position in the past.
MC stores tags for wav files in its database, so you do not have to have them in the files. But having them in the files makes the files much more portable.