A member of Kirk’s iTunes Forum posted a message, with the screenshot below, showing that Apple Music files cannot be copied to an iPod nano.
I guess it makes sense, that these files only play on iOS devices, but I hadn’t actually considered this before. Since the DRM on the files links to a time-limited account, you can’t copy them to a device that can’t check if your subscription is still active.
Note that non-iOS iPods can be authorized to use DRM-laden iTunes Store store music, and Audible audiobooks; this authorization takes place during the sync process with iTunes. But adding some sort of time limit on files would require changes to the software of the iPod classic or nano (plus users could change the time). It’s more problematic with the iPod shuffle, but it would be possible to require that users connect their iPods to a computer, and sync them with iTunes, once a month to ensure that protected tracks can still be played.
Again, it makes sense, but it’s something to be aware of.