How come sometimes my iPhone when hooked up to my car radio only plays a small number of songs instead of the whole list?

And I look at my phone and previously downloaded songs will have that cloud icon.  But I have downloaded those song before and I have listened to them before so why should they have to be downloaded again?  Very annoying.  I can usually get it to do the whole list but only after fidgeting with it and after I accomplish that, I can't remember how I did it for the next time.