So frustrated with iTunes (now Music) not playing on all my devices

I have an iPhone, a MacBook Pro and now a new iMac. I get so frustrated that I'm ready to play a song while presenting a Zoom program, only to find it will not play on the iMac. It says I must authorize it in my 'Account Menu.' I have no idea what my Account Menu is. It so annoys me that I have bought the songs. Those copies of songs should belong to me. I have three devices, all Apple, and supposedly they should be available on all three devices.

It seems to me that had I bought a CD album, I would own that one copy of the album, which I would be able to play on any CD player anywhere. But with my iTunes, which I legally bought and do not use illegally, I get one snag after another.

Through the years several of my bought and paid for songs have simply disappeared, with iTunes having no record at all that I ever purchased them. Again, as with CDs, if my CDs disappeared, I could call the police, because my property has been stolen. But not with iTunes. Dang!