Some purchased songs won't sync with iPod Shuffle

I have an M1 MacBook Pro running macOS Sequoia 15.3.2. My son just purchased an iPod shuffle (gen 4) running version 1.0.3.

It took me quite some time to figure out why none of the songs were syncing. I first had to purchase them. So I went into the playlist we built for them, right clicked on each one to navigate to the store, where I purchased each of the 25 songs. After the songs were purchased and downloaded, I synced my Shuffle and only 19 of the 25 songs synced. When I tried adding the other songs, I receive the error:

Some items, including “Something in the Orange", were not copied to the iPod “Bubba's Shuffle” because Apple Music songs cannot be copied to an iPod.

After doing some research I found that for some reason there is an Apple Music version and also an iTunes version of every song. And the only way to tell them apart is to add the "Cloud Status" column to your song library and confirm that each of the songs has the value of "Purchased" in that column.

So I created a new playlist and dragged the 25 "purchased" songs into that playlist. But when I went to sync the Shuffle with that new playlist, the same error occurred.

If I have purchased a song through iTunes, is there anything that would keep it from being synced to an iPod? The only reason I'm buying these songs is for him to have them on his iPod shuffle, so if they simply won't work then I will request a refund.