iPhone SE says "connect to wi-fi or cellular to play music" when I AM connected to cellular

  1. Update to iOS 12.1.2
  2. Sign out of iTunes account (Mac iTunes app)
  3. Sign in to your iTunes account
  4. Connect your iPhone to your 🖥 (having iTunes app open)
  5. Manage your songs and settings through iTunes

I hope it helps. 😉