Hey Batmanrb89,
Sounds like you likely have restrictions enabled on your iPhone preventing you from listening to explicit content on that particular device.
To check, go to Settings > Screen Time. If you don't see the option to Turn On Screen Time, you already have this enabled, and therefore content and privacy restrictions could be enabled as well. Go ahead and scroll down and select Content & Privacy Restrictions > Content Restrictions > Music, Podcasts, News, & Workouts and ensure Explicit is selected.
If you set up Screen Time by mistake and just want the feature disabled altogether you can go to Settings > Screen Time > Turn off Screen Time and enter your Screen Time passcode to disable the feature altogether.
If for any reason you forgot your Screen Time passcode check out this resource for more info on resetting it: If you forgot your Screen Time passcode - Apple Support
Take care!