Nowadays? Apple has been doing anti-consumer behavior for multiple decades. I remember only allowing purchased itunes music being exported in their specific format.
You'd have to burn them to a CD and rip it back to a useable format.
This isn't new, any educated consumer is well aware of how Apple plays.
Maybe you're thinking of the DRM'd files that couldn't be played back by other players, and even iTunes on other computers without your iTunes store account. In that case indeed burning a CD and ripping it would be one solution. They stopped selling DRM'd files completely by 2009, though.
But yep that's how we bypassed it.
I think I bought 6 songs before I found a better alternative. Reminds me how I had 1 iphone (6) and would never get one again.