mato65 wrote:
Is there some setting somewhere that would cause this?
Yes, using the Sync option (plus something else, that I'll mention in a second).
I know you stated that you don't use Sync, but I suggest that you check to make sure that it hasn't been turned on somehow.
- tap the device icon towards the top of the iTunes window:

- that will display the Device/Settings/Summary pane. On that pane, look for the Sync only ticked songs and videos:

- if the option is on (ticked, or checked), leave it set like that
- switch to the Device/Settings/Music pane:

- if Sync is on and the next option is Selected playlist, artists, albums and genres, then your new playlist must be included in the selection. You can see the Playlists section heading at the bottom of the screenshot.
Returning to the Sync only ticked songs and videos option:
- if the songs in that playlist are not ticked (not checked), that will prevent them from being added to your decide. Tick the boxes for those songs
The upshot of all this is that it is possible to add one playlist to your iPhone. If my suggestions haven't worked, then we need to consider what else may have happened, although at this time, I don't know what that could be.