If I have purchased a course from the in-game Pro Shop, PP's social site indicates "Purchase" next to the course (as if I have not purchased the course). Is this the same as your observations?
Because the course exists in your folder does not indicate you purchased it. Everyone who owns the game will have the courses in their folder, but you need a license (i.e., to have purchased it) to play the course. That is why such courses are not available when you are not connected to the internet - because the game cannot verify that you have purchased the course.
If you have the receipt from your purchase, you should contact PP to see what is happening and why you cannot access the course.