How to sync iTunes Store purchases across devices?

Question

iTunes

Greetings! The situation is this - there are 3 devices:

• Mac OS X
  
• Desktop with Windows
  
• iPhone with iOS 8
  

The latest version of iTunes is installed everywhere.
If I buy something on a macbook, then it is not displayed in Windows in "My Music", but it is displayed on all devices. The same if I add a track to "My Music" from Apple Music on a macbook.
If I buy something on Windows, then it is displayed on all devices.
Authorized the computer (2 out of 5), reinstalled iTunes - does not help.
How to be?