Just tried and succeeded with a workaround:
— download content while on WiFi
— after fully downloaded and while still on WiFi, press Play to spool a couple of seconds of the movie/TV show
— cancel play and back out to the main Downloaded screen
— turn off Apple device WiFi and put Airplane mode on, to test the workaround
— select your movie/TV show again and hit Play
— content now plays while WiFi is off and Airplane mode is on
This workaround has been successful today for two iPads Pro and two iPhones X.