Is there any way to set Apple Music to ONLY play downloaded music on my iPhone? I have cellular data turned off and am not connected to WiFi, but the songs that are not downloaded keep playing anyway!

I want Apple Music on my iPhone to ONLY play the songs that are downloaded to it when I am driving. Is there any way to do this? I have Cellular Data turned off for Music and am not connected to WiFi when in the car. Also, I have edited my Library so only “Downloaded Music” is checked. I have never joined or used Apple Music, and Show Apple Music is unchecked in my Settings. In spite of all of this, songs that are not downloaded to my iPhone stil play! Am I missing something else that needs to be configured? Thanks for any help you can provide.