The new releases of Ubuntu won’t be integrating Ubuntu One music Store in the Rhythmbox and also will be removing the store from Ubuntu 12.04,12.10 and 13.04 by releasing an update.This has been done due to increase in the web traffic on the newly launched online music store.The blog post reads,
The music store in Rhythmbox is operated separately from the one on the web, which means it requires a fair amount of additional work to keep it running smoothly. In order to make the music store better for everyone, regardless of what device they may be using at any given moment, we’re focusing on the web music store and removing the store from Rhythmbox
So the purchase made at Rhythmbox will be stored in the cloud and will be available on Rhythmbox by downloading it into the computer.
Source Ubuntu Blog