Yes it's fine to have the downloads in your neighbour's recently played list, but it silly to have them in your list.
- Hey, would you like to download the album you just listened? 
*slaps head*
OK, pretend for a minute that I haven't heard of machinae supremacy. I see you on a forum, click on your last.fm page, and notice that in YOUR recently played tracks you have a lot of music by this band called machinae supremacy, and i can listen to all their songs right there. starting to make sense? You're not the only person who'll look at your lastfm user page.