SIRI not playing music by voice in downloaded apple music

I have an apple music account

Searched for, added then downloaded some music

Settings -> Music -> Cell Data is turned on for downloads only

When away from the WIFI such as in my car, I activate SIRI, and say "PLAY <album or artist name>"

There is a pause as if it is trying to connect to the apple music site or something.

It tells me that I an not on WIFI and cell data is turned off and gives me a link to the Music Settings

I can play any of the albums that I downloaded.