I ran into this when I tried playing my Zune Pass content in Xbox Music in Windows 8. I hadn't logged into the Zune client for a while so the rights had expired, XBox Music will not renew the expired rights to Zune Pass songs. Once I logged into the Zune client it refreshed the rights and when I went back into XBox Music, I was able to play them. That was just my experience, not sure if that is how it is for everyone or how that will work with WP8.
That's probably how it works. I sync'ed Zune Pass songs (that I didn't own) onto my Sansa Clip (amazingly it works, best hidden feature ever?), but I do have to refresh the license every two weeks or so.