I'm currently downloading a show that is on a service to which I subscribe
I have a Galaxy Tab S7 and for a trip to Spain I downloaded some stuff to watch on the flight. When I got on the plane none of the stuff downloaded on Disney+ would play. Maybe an issue with downloading to the SD card? I don't know, but regardless Disney offers SD card as a download destination so they should make sure it is working.
So now I'm here pirating a show that should be available to me through a service I pay for. Gabe was right, piracy is a service problem.
On most of these services you can download but you must be connected to the internet to verify that you have the right to watch the file you downloaded.
Their support site literally says "when you don't have an internet connection" so if it's working the way you describe then it's not working as designed.