How can I download lossless audio? Must I have Big Sur or Monterey or can I use Catalina?

Regarding the following article: https://support.apple.com/en-us/HT212183

I just signed up for Apple Music because I want to download all of my songs in ALAC. This is the relevant bit from the aforementioned article:

What you need to know about lossless in Apple Music

• Streaming lossless audio over a cellular or Wi-Fi network consumes significantly more data. And downloading lossless audio uses significantly more space on your device. Higher resolutions use more data than lower ones.
• AirPods, AirPods Pro, AirPods Max, AirPods (3rd generation), and Beats wireless headphones use Apple AAC Bluetooth Codec to ensure excellent audio quality. However, Bluetooth connections aren't lossless.
• To get a lossless version of music that you already downloaded from Apple Music, just delete the music and redownload it from the Apple Music catalog.

The third bullet point states that I must delete the song and then redownload it. I tried this on my Mac 16" running Catalina with two songs and when I look at "Kind" in Finder, the file is still "Apple MPEG-4 audio" instead of ALAC.

Question: So, why didn't this work? Do I need to "upgrade" to Big Sur or later?

And yes, I have Lossless downloads enabled in my Apple Music app on my iPhone. I also have the latest software versions on my Mac and iPhone.