Official comment
If you are using Apple Music (the service), they won't appear as you need to have an owned/downloaded file for that.
If you updated to Catalina, iTunes is no more, and neither is the XML file which was bridged over to rekordbox; you'll need to manually export the XML file from Apple Music (the app) and then import it.
If you haven't updated, it could simply be your XML sharing is disabled in iTunes; check the preferences.
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