The song you purchased from the Musik store may be a protected AAC audio file. In that case GarageBAnd will not allow to modify it.
Some of my very old iTunes purchases are still showing the format "Protected AAC Audio File" when I look at the Information > File of the song. These songs cannot be opened by GarageBAnd, while others can be dragged to an audio track.

The songs need to be stored locally on your device - if you are syncing your music with iCloud, make sure the song has been downloaded from the cloud. And the format should be either AIFF, WAV, Apple Loops, AAC or MP3.