It would make sense if the app actually worked correctly. Something I noticed and like a lot is that when I bought only one song from an album in iTunes Store, and I am in My Music and click on the song, I get the option to stream complete album. Click and magically full album appears! Here the integration makes perfect sense. Elsewhere, not so much.
Also, search function in My Music is borked. When I type "baby d deliverance", it informs me I don't have the album. But when I type "deliverance", here it is! I have it after all! (Performer name is Baby D, not Baby-D or anything else that could confuse the search. And this used to work before.)
Edit:
The search bug has been persistent since iTunes 11 I think. I enter something in search box. Aha! Here it is. I click it, and iTunes automatically goes back to displaying all of my music. If I double-click, I end up listening to a-ha's Analogue (which I grew to hate because of this).
12.2 specific: I look up an EP or album. I select it and make a change, say, set it to compilation and artist to "Various Artists". iTunes changes files, I click the album again, and it only has one randomly picked track. I have to reset the search, search for the album again and hey presto, all tracks are back.