Catching up on the problem, it appears multiple users are seeing the same problem. Going into the Offline listening troubleshooting does not appear to be the same problem given it worked on close and reset.
A fifth attempt at the data roaming reproduciton listed in the original screenshot string no longer appears to work. Suggests that intermittent connectivity problems may cause the application to hiccup and believe it has lost said information?
Workaround Confirmed Dropping into airplane mode an restarting the application appears to work as another user on another ticket was also having similar problems (not related to roaming?) and was able to get their offline music going again.