A lot of these services can be gamed and all the songs can be downloaded. You can easily download every song from turntable.fm as well, its not rocket science. Open up the Chrome developer console and look at the network tab...
We are working on securing/masking the url, but at the end of the day, Console.fm is not a true stream, so we cannot securely give the user the song with out the soundcloud .mp3
Please voice any advice you have on this issue or help out, open to suggestions as to we are looking into a proper fix right now.