Why does purchased music never play on Apple Watch?

My own purchased music consistently gives me grief on my watch. I only bring my watch and AirPods to the gym. Half the time it give me grief about connectivity, or is simply greyed out. What’s worse when I’m in airplane mode sometimes my music on my watch and my phone won’t play and it’s my music I purchased. I don’t subscribe to Apple Music and the last thing I need is Apple throttling me on music I actually bought. Also, I have a watch data plan unlimited, anyone else having same Apple dysfunctionality with music ?

[Re-Titled by Moderator]

Original Title: Purchased music never plays on watch