I got Apple Music Android to download a 162 song playlist to my device (onto an SD card).
When I go to My Music, and only view files on the device, I can see them all. However, if I play a song it asks me to connect to a network? I connected to see if it just needed to be connected (and not actually stream a song), it didn't seem to play the downloaded song - but started streaming over cellular connection.
Why is this?