Well of course he'd look at you funny, that's the last thing their business model would ever allow. If you could download your own high quality digital copies you'd simply amass all the music you wanted and then cancel your subscription.
If you've put the effort into having your own high quality and well organised digital collection of music, why would even need a subscription based streaming service in the first place? It's just another layer of interference between you and your music.
I see a horrible future where no-one ends up owning copies of ANY content, just so you can be charged regularly to access it. It will be sold as a benefit (hey! look at the variety!), but all the industry wants a predictable revenue stream. Quality will decrease as the accessibility increases, or else higher quality will separate into more expensive tiers of service.