I've been neck deep in Apple Music this week as we prepare for a Mac Power Users episode devoted to the topic. One issue, that is worth sharing right now are the evolving questions about digital rights management (DRM). DRM has been largely missing from iTunes tracks for several years now. With Apple Music (a subscription service), it's back. That makes sense. The music industry doesn't expect you to be able to download and keep the entire iTunes music library for a single month's subscription. When you stop paying the subscription fee, you lose the rights.
The problem arises when you first set up iCloud Music Library and it overlaps with your prior iTunes Match tracks (that you presumably purchased and should be DRM free). Early tests, including this one from Kirk McElhearn, are indicating some of your iTunes Match tracks are getting DRM applied to them when they shouldn't.
The point of this post is that I want you to download and save copies of all your music on a spare drive before diving in with Apple Music. This may get all sorted out but I think having your own DRM-free copy of the music you've purchased is a good idea on most days (and an outstanding idea today).