Yes this is perplexing. I have asked YouTube reps point blank about this but have never received any useful answer. As far as I can tell, it seems to be because the members only stuff uses the same system as YouTube's paid video rentals/purchasing system. If you rent a video on YouTube (or if you own one) you'll note that the behavior is the exact same: it acts as if you don't pay for YouTube Premium.
My guess is that the original "YouTube Sponsors" feature (which is now "YouTube Memberships") was built on top of the video rental/purchase system and now it is too hairy / not worth it to fix it in the eyes of the YouTube product managers.
My guess is that the original "YouTube Sponsors" feature (which is now "YouTube Memberships") was built on top of the video rental/purchase system and now it is too hairy / not worth it to fix it in the eyes of the YouTube product managers.
I really wish they'd fix it.