When browsing through Apple Music, there are curated Apple Music Playlists.
Now, I can add each song of the Apple Music Playlist to "My Music" by right clicking and selecting "Add to my Music". That's very inconvenient, when I want to add all songs of that playlist to "My Music".
The + sign is no longer in apple music on playlists I have created. I found a different solution on my own by opening Apple Music on my laptop, clicking file in the top left corner, clicking Add to library, then selecting my Music Folder on the side bar, then clicking the desired playlist, and finally, selecting all the songs in the playlist and clicking Open. To get the same thing to happen on your phone, follow these steps while your phone is connected to your computer through USB. Then (on your computer), go to recently added on your apple music library sidebar, and highlight every album. Right click one of the albums and click "add to my music". Your playlist should be successfully imported into your library!