Why do i need a network connection to play music on my iphone 6s?

I tried to play a song with the default music app and it told me since I wasn't connected to Wi-Fi I would need to connect to the phones data. On an android locally stored music doesn't require data or Wi-Fi to play. So how come I can't play music on my iPhone without eating my data?

Are you sure the song is stored on the phone? There should be an iPhone icon with a checkmark to verify that it is on the phone.

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