Can't download and save selected song - Audials One SE

It is possible to listen to selected songs, however, no option can be detected in the menu for successfully saving the song onto my PC.

When clicking on the three dots, and opting in to  "Export to a folder"  on the roll-down menu, the software lets me create a new destination folder, still that song won't show up there ever, in any format whatsoever.    Actually the selected song appears in my Spotify playlist after playing it, but Audials One SE ought to enable me to save it onto my PC. 

How to save selected items then ?