You didn't specify you were trying to buy from Amazon Music - you just wrote "Amazon" and "albums".
Amazon Music is rolling out in several countries, but it's a quite recent service. To sell digital music you'll need agreements. Hope EU will soon enforce a single digital market as well.
BTW: actually, physical media are an excellent backup - and sound far better than MP3s. And if you don't want a CD player, it's an issue of yours, not of those who sell music.
But if you listen to games soundtracks, well, maybe you don't need the quality....