Sync new purchases to iPod Classic
I recently refurbished an old iPod Classic, and purchased some albums in the iTunes Store (yes, it still exists!) with the idea of trying what counts as oldschool in the 21st century – listening to music on something that doesn't also receive email Zawinksi's Law: "Every program attempts to expand until it can read mail. Those programs which cannot so expand are replaced by ones which can."
-- James Zawinski, 1995
Once I found out that most iPod Classics are capable of playing Apple's lossless format, ALAC, I really wanted to sync them over to experience this heretofore unimaginable audio clarity Only being slightly sarcastic here. As I understand it's really only trained listeners on extraordinarily high end equipment that can tell the difference between a high bitrate mp3 and lossless. Even then, my audio setup for the iPod involves using a 3.5mm to lightning adapter for my AirPods Max, which does involve some re-encoding. 🤷
However, even though I could download them, the albums refused to show up in the sync list. Switching back to AAC worked fine, but ALAC was not working.
Turns out iTunes itself does not provide lossless downloads.
Because I also have an Apple Music subscription, the lossless versions of my albums were being downloaded, but in the protected .movpkg encrypted format that only works with Apple Music.
So the only way you can sync all your iTunes purchases is setting 256kbps AAC:

Another hiccup is that Apple recently removed some iPod sync support from MacOS Sequoia (15.4.1).
This isn't a showstopper for me as I have Macs of various vintages running everything from OS9 to Ventura, but it's an annoying thing for Apple to do right as iPods are having something of a renaissance.
There is a reported workaround that seems to work for some, if you happen to run into this.
As an addendum, here's a photo of my 4th gen classic, refurbished with a new battery from AliExpress AliExpress sellers frequently appear and disappear, so I can't link to the exactly battery I bought, but if you search for something like "3.7V 1400mAh ipod classic 4th gen" it should get you in the right direction.

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