Remove song from library but retain in playlist

You can add a song to a playlist without adding it to your library - that's great.

If you have a song in your library and a playlist, there is no way to remove it from your library without also deleting it from any playlists it is in. Apple's advice is:

"If you have songs in your Library that you want to move to a playlist and remove from iCloud Music Library, you first need to delete the song from your library, which will remove it from all playlists. Then, add the song back from the Apple Music catalog and add it just to a playlist."

That's a bit pants. In Spotify, I often promote / demote playlists from my library (if I want to have the songs automatically available offline). Apple Music allows you to automatically download your library, so if I want to automatically download a playlist, I need to add all the songs in it to my Library. If I then don't want that playlist automatically downloaded, I can remove the downloads but the songs remain in my library (which means they'll show up in shuffle etc).

Has anyone else come across this and have any ideas?