Share Playlist not available

A few comments...

• Not all playlists are sharable. For example, smart playlists cannot be shared. And playlists that contain non-Apple Music content will exclude the non-Apple Music content when shared. But sharing a playlist does not actually share the songs themselves - only pointers to those songs. Sharing playlists is great if you were an Apple Music subscriber and you had a playlist you wanted to share with another Apple Music subscriber. Sharing a playlist with a non-Apple Music subscriber would not do anything.
• Sharing playlists is not applicable to moving music from where it is to an external or usb flash drive. Apple Music content cannot be shared that way. If you had content that you ripped, you could download it and then copy it from the Finder

Well...

If you are an Apple Music subscriber, songs are only playable on devices logged in with your Apple ID. You really cannot download Apple Music songs and play them in a music player - it does not work that way. Songs that you may have purchased or ripped and added to your music library are exceptions to the rule as you technically "own" those and can do with them what you want.