Can't add downloaded music from Apple Music to Photos slideshow

Are you trying to add music purchased from the iTunes Store? Or music from the Apple Music streaming service?

Although the Apple Music streaming service lets you save offline listening copies (so that you don't need to have a continuous connection to the Internet), that music has DRM, and you might not be able to use it in all of the places where you can use purchased music obtained from the iTunes Store or from your own CDs.

I did a search and found this old thread which seems to confirm that.

Can't use Apple Music in iPhoto slide show - Apple Community