Up to a few years ago songs purchased in itunes were DRM protected and could only be played on authorised devices, and not copied (including having their format changed). Since then the protection has not been added to audiop purchases but if you have songs purchased under the older regime the restrictions will still apply. the only way to do what you want is to burn a selection of songs at a time from a playlist to an audio CD. Then you can rip the CD's tracks back and convert the result.
Note that all this applies only to purchesed songs. If you have an Apple music subscripion you can download songs but not copy them or move them to another device (since that would subvert the fact of their being subscription-dependent).