Select 'Make available offline' for every individual song. Or you can add them to a playlist and then set the playlist to 'Make available offline'. Either way, you have to do this for each song individually, as you added each song individually to the 'My Music' collection.
If you add songs to the 'My Music' collection by adding a whole playlist, you also have the ability to make all songs in that playlist available online but that does. This however doesn't add the downloaded/phone icon to each song individually and I thus don't know if that is as permanent as selecting it for each song separately. It survives a force-quit of the Music app, so it might be permanent but then it still leaves the option to make the song available offline in the UI, so it might not be as permanent. The problem is naturally that you might not find the playlist via which you added the songs to 'My Music' easily anymore.