My iPhone won't let me listen to one song?

So I have an iPhone 5 and a few weeks ago I bought this song that I really love. The difference is, all the songs in my iTunes library can be tapped and they play. This one is grey, like it's there but not downloaded, and you can't play it. Sometimes, it looks like the rest of the songs and I get excited but then when I tap it, it skips right over the song. Just totally skips it. The only time I can listen to it is if I'm on Wi-Fi and type in my iTunes password. And I've tried restarting my phone and stuff. I tried to delete it but it doesn't give me the option like the others has so I can't delete it. And I can't re-buy or re-download it. So does anyone know at all about this?

It just doesn't like you, sorry