Encountering Error -1002 for Matched Tracks

I am an Apple Music and iTunes Match subscriber. I listen to my Music library on two Macs. On one of them (which has been authorised) where I don't have the physical portable HDD attached that stores the music files in my library, whenever I try to play Matched tracks, after a short delay I see the -1002 error, where it says that there was a problem downloading the song.

If I look in the Media forlder, I can see that temporary files have been created for that track.

What should I do here? I thought the whole idea of Match was to be able to listen to your library on multiple devices?