Apple Music Siri streaming instead of playing downloaded content

Before signing up for Apple Music, I was able to ask Siri to play a song/album/artist. I have a 256gb iPhone, so I download all the music I add to my library. Now whenever I attempt I get a message saying "Uh oh, Look like you're not on wifi. To access that content, you need to enable cellular data" even with music that was not originally from Apple Music, stuff I had purchased in the past from iTunes or from a CD.

I did a couple tests by resetting my cellular, turning off wifi and enabling cellular and it is definitely streaming instead of just playing what I have downloaded. I contacted apple support and they just kept telling me to turn on cellular or restore my phone to factory settings, however I have friends who had the same issue, tried that, and had the same issue still and just wasted a bunch of time so I don't want to do so.

I should note if I just go into the music app and play these songs it does not take data, but I don't want to be on my phone while I'm driving, hence asking Siri.