I just came across the same issue on server version 1.19.5.3112 myself, where I could refresh all libraries except premium music. I managed to resolve it by going onto my phone on plex web (this is where I last clicked refresh I believe) rather than my PC and what do you know…
Once I told it to refresh from my phone on plex web (it successfully did it), my desktop players / desktop plex web all started allowing me to scan / update the music library again - rather than giving me the message “An internet connection is required to scan library files. Please check the server’s internet connection and try again”.
FYI: both my plex web sessions were IP:port opposed to plex.tv connections and I got the same error message when using the Windows Application too before refreshing from my phone as described above.
Hopefully this or similar helps resolve your issue.
