When you buy songs you can put the files there.
I have a cloud copy of all my music on MP3 going back to the 90’s as well as an hdd with it.
Amazon isn’t going anywhere, but better to be safe than sorry.
One cool thing though, if you buy vinyl from Amazon they throw in the MP3 for free (since you technically purchased the license to own the music).
You can purchase downloadable music files in a variety of lossless and lossy formats. If you purchase a physical CD/vinyl/cassette on Bandcamp, you can also download that record as well for no extra charge.
Bandcamp is great because unlike streaming, a fair amount of money ends up in the hands of artists.
Most online services f*ck the artists; Bandcamp is by far the most beneficial.
Same is true with Amazon. In both cases, you need to actually download the files. They do not have any DRM on them, so they will play on any computer/player capable of playing the file type.
In Apple's case, the streaming services (Apple Music) are different (you don't own anything).
automatically uploads it to google music. You can store something like 50,000 song for free on google.
I don't buy on google because they hide or used to the file when you download