iPod Shuffle only says "Please use iTunes to sync music", doesn't play music

I have transfered a single song to my 3rd gen iPod Shuffle. It's a 7 minute workout mix I have created and that is the only thing I intend to have on my Shuffle. In other words, the Shuffle contains only one (1) song.

The song can be played in iTunes when the Shuffle is connected to the computer, so there doesn't seem to be anything wrong with the audio file itself. (I assume the song plays from the Shuffle and not from my computer's hard drive if I play the song from the Shuffle's own "Music" list on iTunes.)

However, when I disconnect the Shuffle and try to play the song on the Shuffle itself (listening on 3rd party headphones, I mention that in case that would matter), the Shuffle's VoiceOver only says "Please use iTunes to sync music" - regardless of whether I set the three-way-switch to "order" or "shuffle".

* The Shuffle's Software Version is 1.1, which is up to date according to iTunes. iTunes itself is also up to date (ver. 12.6.1.25).

* The "Skip when shuffling" box is unchecked for the song, I have made sure of that.

* At first I transferred the song using the "Manually manage music" method - which I prefer - but since the Shuffle specifically mentions the term "sync" I tried switching to sync mode and transferred the song to the Shuffle using that method instead. It made not difference whatseover for the Shuffle's (in)ability to play the song.

* I haven't used the Shuffle in several years, but brought it out of reitrement as its small size makes it perfect to wear during high intensity interval training (phones are so clunky these days). The Shuffle is in mint condition and ejects and charges without problems. The VoiceOver obviously works, the status light works as expected.

Please advice.