It seems that the property MPMediaItemPropertyAssetURL on a MPMediaItem returns null when the file is one that was from Apple Music and has been made \
Things have changed a little and this isn't true anymore. MPMediaItemPropertyAssetURL is not nil on iOS 11 for songs saved offline via Apple Music but AVPlayer is unable to play them since they are still DRM protected. The same song returns MPMediaItemPropertyAssetURL nil on iOS 9.
If you are interested in checking for DRM protected songs or in playing such songs, you can read my detailed answer here: https://stackoverflow.com/a/47694472/4331787