We recently discovered a bug with our Android app where non-subscribers receive a notification that they need a subscription to stream when clicking on a song in a show in their Library.
This issue should be resolved with the next update to our app (v3.39)
In the meantime, you can start the playback straight from the Purchased Audio->“Shows & Albums” section using the Play button on the show cover image and then control the playback on the mini-player or Queue.