Playlist folders on iPhone 6 don't match MacBook Air iTunes

What am I doing wrong? Or are playlist folders just not supported on iPhone 6?

Instead of scrolling through my music and seeing my Folders like I do nicely on my MacBook Air.. I don't see a large % of them on my phone. I just see most of my playlists dumped into one alphabetical listing.

I rely probably more heavily than is normally done on Playlist folders in my collection.

Any ideas anyone?