Trying to play a specific song but in library, but it takes me to apple music

I am trying to play a specific song currently in my library from different albums, when I go to click on a song that I have had for months, it brings me to an apple pop up to try and join apple music. I have no interest in joining apple music, I just want to listen too my songs and I can't unless they are songs that were purchased. This did not start until I purchased my iPhone 11.

Also itunes library when I try to sync my phone on my computer says "iCloud music Library is on" when I go to select my phone and sync. It only gives me the option to sync voice memos. It will not go away no matter what I try. This is annoying.