I had the same problem. I think it has to do with amazons new drm policy. Since when I used the old mp3 downloader from amazon it also didn't work,and the new downloader required me to authenticate my box. A workaround is goto your cloud drive and download your music one song at a time, then batch import it into banshee.
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A few weeks ago I purchased some albums out of the Amazon mp3 store and banshee downloaded them just fine. Since last week that doesn't seem to work anymore. I had banshee 2.4.1 on Ubuntu 12.04 and just updated it to 2.5.1 without any luck.
You can try test this by going to the amazon mp3 store and try buy the "Free Music from Rising Artists" album using banshee. Can anybody please try and let me know if this works for you?
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