Apple music shows all music even with downloaded option selected on iPod 5 gen

Very very disappointed and annoying bug on Apple Music.

Since iPod 5th generation cannot upgrade to iOS 10, Apple Music remains with the old bug of showing all music even if a user click on "downloaded music" option.

Is there a way to solve this annoying thing? I'm coming from Spotify, which doesn't have this problem.

On iPhone with iOS 10, Apple music has been changed a lot and this option works.