You still don't need a network connection. Put a drive or SD card with all of your music in the player itself. You could put several hundred CDs worth of music in FLAC on a device for like $20, or up to like 4,000 CDs with a 2TB card (or 16,000 with an 8 TB drive), so probably more than anyone could reasonably own (or manage for a physical collection). Pennies of amortized storage cost per album even if you have multiple devices. It's nothing next to the cost of legally acquiring the music.