Artists signed to bigger labels most likely will not get to Bandcamp. The greedy corporate suits want to control the supply of their product and imagine that letting people buy access to the actual files increases piracy. Or something like that.
I know you were against it in the post, but you could buy a CD, copy the files with a CD ripper (e.g. Exact Audio Copy) and then sell the CD second-hand if you don't want to keep it.
Remember to also take backups of your digital music library! Preferably on two different locations, so your home burning down will not kill your collection.