Unable to play purchased TV/Movie/Music on MacBook Pro

I cannot play TV/Movie/Music purchases on one device. This is so confusing! What am I doing wrong?

On my MacBook Pro, which uses the same AppleID as all my other Apple devices, I can see all my TV/Movie/Music purchases, but when I try to play any of them I get the following error message, and when I click Transfer, nothing happens:

The message doesn't make sense to me as I use the same Apple account on ALL my devices.

I have tried authorising my MacBook Pro a couple of times (which seems to de-authorise then re-authorise it) but it still doesn't appear in the list of devices associated for automatic downloads with my Apple account:

Yet looking at my Apple Account on the web, I can see that 6 devices are associated, including my MacBook Pro: