I agree that this is sub-optimal, but I think up until recently it was actually impossible unless you started another download and tapped the notification.

I sometimes start syncing an album before commuting. It stumble and stops in the metro but starts again by itself afterwards.

I am not sure what the default behavior of the app is. Probably to only download while on wifi, so it does not kill your data allocation. Again, you need to go in the settings in order to change this. Better than having angry users I guess.