This song is not currently available in your country or region

http://www.apple.com/legal/internet-services/itunes/us/terms.html - "It is your responsibility not to lose, destroy, or damage Content once downloaded. We encourage you to back up your Content regularly." ... "Content may not be available for Redownload if that Content is no longer offered on our Services."

Redownloading is a convenience but you should always make sure you have copies on storage you control such as a hard drive. The items may have been removed from the US iTunes Store.

I have not changed my country or region or left my country. Apple all of a sudden decided in its infinite wisdom that some songs it will allow me to play, other it won't. Some of these songs are on the same album, purchased or ripped from a CD at the same time. Some are greyed out, some are not. I restored my entire library over many hours from a physical backup drive. This fixed the problem. Temporarily. Now its happened again. So to use Apple's music app, if you have spent 20+ years investing $thousands in your music libary, you now have to restore from a physical drive every few days, when Apple decides randomly to stop you playing certain songs it decides you are not licensed to play. It's a disgrace. I have spent hour and hours and hours on the phone and chat to Apple and no one can help/gives a ****.

You may not have left the country but the Apple ID on your iPhone used for signing into Apple Music has a different country than where you live.