Family can’t download music with family sharing.

What types of content can I share with my family using purchase sharing? - Apple Support

You can share music purchased from the iTunes Store,

but you can’t share music that way from an Apple Music subscription. (And you don’t have to, as the whole catalog is available to all subscribers.)

Family Sharing groups can share an Apple Music subscription by getting an Apple Music Family subscription, but the content can only be shared as playlists.

If you don't see your family's shared content - Apple Support