Saving albums to My Music not syncing across devices

[jmiller1201]

Rather than making playlists of all of my favorite artist's albums, I've discovered that if you "follow" the Artist, and then save the album to "Your Music", then you can easily go to the Artist listing and find who you're looking for as they are in alphabetical order.  I do NOT want to save the albums to my devices (computer, iPhone, iPad) for offline listening, i just want them all in order so that I can access what I want to stream easily.

However, once I get to the K's in my collections, i can save albums to whichever Artist on a particular device, yet it won't sync to the other devices.  Then i come back later and the albums/songs i've previously saved are then gone.  

I'm not sure what's happening here.

Does anyone know why I'm unable to Save any more albums to my Artist pages in "Your Music"?

Thanks for your help,