Purchased music - Apple Music mix up!

I recently tried to burn a CD of verified purchased music but Apple Music doesn't allow it. It says "This song is property of Apple Music ..." or something along those lines. I have tried discontinuing Apple Music, disconnecting all of my devices from Apple Music, removing Apple Music from Library etc. Nothing works. I think the problem is that originally I downloaded the said Albums/songs to check them out, like them, and then purchased them to support the artist [and maybe burn then later if that's what I want to do]. So it still gives me the same error message.

Went to purchase history under my account and the only thing it allows me to do concerning specific albums and songs is to get a refund. :0/

How do I rectify this situation?