Yesterday I started my free trial of Apple Music and downloaded about 200 songs on my iPhone through Wi-Fi and it worked fine (with Wi-Fi turned on). Today I went for a walk and I could not play the downloaded music offline. Once I turn off both Wi-Fi and Cellular network I get an error: “Cannot Open: This content is not authorized”. Neither of songs downloaded to the phone works. However, if I turn my Wi-Fi back on, everything works perfectly fine. Does anyone know how to deal with it?
In Settings > Music, is the "iCloud Music Library" toggled on? I would start with checking that first. If it's already the case, I would recommend signing out and back in with your Apple ID in Settings > iTunes & App Stores.
I'm subscribed to Apple Music, and had a similar issue recently after changing phones. Something wrong with DRM I assume, so authenticating again should be enough to solve it.