How I was able to play Apple Music in the car with disabled cellular data? I'm travelling outsude my home country and my data roaming is turned off on my iPhone, the car is rented Mini Cooper Countryman 2017. I usually connect the iphone via USB or Bluetooth and the car multimedia is paired with it. I don't use Apple Car Play (the multimedia screen looks like native Mini Cooper multimedia).  The strange behaviour that I figured out is that I have no music downloaded on my iPhone (doublechecked it, i have big library though) but while connected to the car multimedia I'm able to navigate the music library from car display and listen arbitrary music from the library. This music is not downloaded nor the mobile internet icon is showing up on the iphone status bar. How can the car multimedia play music?
You were likely able to play music that had been cached locally on your device. Apple Music caches songs as you play them so that, if you play them again, they play locally from your device.

In the future, if you're inclined to test out this theory, you can clear your Apple Music cache prior to a trip and then observe whether you're able to play any music.