I don't know if many people have noticed because I'm only seen a few people complaining about it, but if you download a demo for an RBN song and then later buy it, it may not show up as purchased in your songlist until you "mouse over" it for a second. Even if you've played the song and gold starred it, it won't show a score until you hover over it for a second.
If you want to fix this, just go into your Rock Band 3 folder and delete your song cache. This won't delete any scores or song ratings (they're stored in your save file, I believe.) Next time you start up, it will take twice as long as usual, but all of your songs will show up as purchased. No songs will show up in recently purchased, they will all be previously aquired, so make sure you play through all of your new songs before you do this.