Keeping tracks in local storage
My Windows PC holds my master iTunes library of about 1,000 purchased tracks. Whenever I sync those with my iPhone/iPad, many tracks and videos are shown with a cloud icon and have to be downloaded again. How can keep them on my iPhone and iPad? The iCloud Music Library switch in Settings > Music should appear only when you have an active subscription to Apple Music or iTunes Match. Since you say your sub is no longer active, that would explain why it no longer appears for you. Tracks you’ve bought from the iTunes Store will appear in the Music app, and we’ve encountered a situation where an iPhone lists two copies of such tracks: one synced from our Mac and a version in the cloud.
Other people have reported your situation, too. Forcing iOS to download all tracks and films is tedious — and you shouldn’t have to do it on top of syncing with a Mac. However, if you find it necessary, it can be done in batches instead of tapping the download icon next to every track.
Open the iTunes Store app, then tap Purchased at the bottom (on an iPhone, first tap More to find that option). Select Music, Films, or TV Shows as appropriate, and at the top select “Not on this [device].” Tap an artist’s name, then Download All at the top of the list of their tracks. Repeat for all other content you want to store on your device.
You’ll probably also want to turn off using mobile data to download tracks, to see whether that discourages iOS from making your tracks available only from the cloud. Do that in Settings > Music > Mobile Data. Unless you have a generous data allowance, that’s probably a wise move anyway.