Instructions in this apple support article for removing DRM protection do not work. (https://support.apple.com/en-us/HT201616)

This article on apple.com support site [1] describe how to download DRM free versions of music previously purchased on iTunes [2]. However, after following the steps listed, I still end up with Protected files [3]. What gives?

Notes:

1. Article updated 7/2015

2. Same version is available DRM free on iTunes store.

3. Running latest OS X El Capitan v10.11, iTunes v12.3, MacBook Pro