I had this issue happen to me starting about three weeks ago.
Tried turning cell data off for everything, turned off Apple Music...
Kept happening, no matter what I tried. Ended up blowing about 600mb of data at this point.
The only thing that I could point to was that I had recently synced my itunes library which had some new music I had imported.
So yesterday, I went on my phone and looked at the albums that I had recently added, when I tapped on the red circle with three dots it showed an option to "DOWNLOAD"

This made no sense, since the files should already be on there from being synched, right?
So I've gone and hit download for each of the latest songs, and am waiting for my data reset period to test as because of this bug I've already blown through half my data in only 5 days, and dont want to go over my limit if it doesnt work.
You may want to try this and see if that fixes the issue.
Noel