We've quickly evolved from vinyl records, 8-track, cassette tapes, CDs to .mp3s and streaming radio. What's next? The question is always what's next? So what's after .mp3 is nothing, no files except a receipt and an access rights file to a song that's available on a server through the devices you choose. Let me elaborate.
Let's say you want to buy Rhianna's "Rude Boy". Instead of buying and downloading the .mp3 file, what you'll get instead is a receipt and the access rights to the song. From there you'll be able to add it to some playlist and then you can play "Rude Boy" on your computer, your wife's computer, your phone, your wife's phone, your Xbox, PlayStation, home DVR, the iPod in your car, your other car's navigation device, kitchen radio, nightstand radio, etc.
What you don't have to do is download a file and synchronize it across multiple devices, share, nor back up that file. You could also have the right to download the actual .mp3 file but why would you want to? Why take the time to have to manage that file and have it take up space on your computer and other devices? Why should millions of people have to store that same file on their computer and take up space?
There are some issues. The limitation is that not every device is network enabled for instance the iPod that's in my glove compartment, my navigation system in my car, or the music device I want to take jogging with me. There's also the desire to have something physical, I purchased something so I want that thing not just the rights to it and it's getting less and less physical (right?) if we're going from vinyl to .mp3 and now I'm saying you're not even going to get the .mp3. And finally the issue of companies having to work together which is always fun when we're talking music, or accounts/subscriptions, or cloud, or services, or digital rights management. In other words, this will never happen.
We'd be in a better place though if we could remove having to download music files, synchronizing and backing up those files and just press play and put whatever song we've bought on a set of master play lists that's accessible from any device we choose.