I ran into this issue on my MacBook Air (M2, 2022), and here is what I figured out:
My MacBook wasn't "authorized" to do anything, including download rented films. I authorized my MacBook by going into the TV App, and in the Menu Bar, did this: Account > Authorizations > Authorize this Computer. After I did those things, the TV App prompted me to sign in with my AppleID and password; upon entering them, my MacBook was authorized, I could download the films I rented, and they were viewable without an internet connection.
I'm not sure how this will translate across operating systems (I see that your inquiry was on Windows 10), but hopefully this helps if you haven't already found a Windows-friendly solution. Thank you for your similar inquiry, as I wouldn't have contacted Apple Support without it, and I wouldn't have even thought to authorize my MacBook.