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You can buy and download DRM-free music from Apple and Amazon.

Also Qobuz - I like the 'hi res' availability and various format choices

One of the few services that seems to give Linux users like myself a decent experience

As lossless files?

Not that it matters since you can’t hear the difference, but yes.

Can you tell me where is the "download lossless file" button on Apple Music?

Unfortunately for the Apple case the new lossless option is only available for Apple Music subscriptions.