Depending upon your settings you may have been relying upon iCloud to always have a copy available for redownloading for when you actually wanted to play it. If you changed countries, they may only have been available in your old country. A similar issue can arise should an artist pull a track from Apple and you want to redownload it. There isn't a solution other than to always make sure you have download all purchases and keep them on a computer which itself has a backup. That way you always have your own copy to sync to your device. Well, I guess a solution is to change back to your old country, though that won't help if the track has been pulled.
"Redownload your apps, music, movies, TV shows, and books on any devices that you might use to play or read them in the future. Some types of content might not be available in your new country or region. (Learn what types of content and services are available in your new country or region. - Availability of Apple Media Services - Apple Support )"