Maybe this will help you some day:

Today, when I tried to listen to some samples of background music in the Media Content tab. It did not play and it did not download and the error message I got was: you have no internet connection.
Well, I was sure that in connection was indeed working. I could even reach the Cyberlink pages and everything worked fine there.
I did some tests and some browsing, also on this forum. There were some hints in the direction of a Cyberlink server that would not work; but would that make sense since everything else worked fine. Still…
I also tried PhotoDirector and found that saving images did not work either. It even took forever to import images into the library. No error messages here; the application continued to work, but the background process remained at 5% progress.
And I discovered that in preferences, changing folders was also allowed. Apparently, the application was not allowed access to the folders I wanted to use.

The solution to the problem was close by. I recently switched on Windows 10 Ransomware protection via the Virus & Threat protection tab. Controlled folder access can be switched on and specific folders can be set to "protected". What I did not do was to allow some applications to have access to these folders.
As soon as I switched the controlled folder access OFF, everything in Power- and Photo Directors worked fine again. Leaving the protection on, via the allow an app through Controlled folder access link one can add apps (and applications) these was even the option to look at the “recently Blocked apps”, where the Cyberlink applications were listed.

I ended up having a still impressive list of “allowed” applications, but with still some protection (I should hope) from the outside world.

So, should you also get the “no internet connection" message, please also have a look at the folder protection as mentioned.

I have suggested Cyberlink, (using rate us & provide suggestions in the file menu) to change the error message so that it properly mentions the proper reason why music samples do not play and cannot be downloaded (either no internet or folder permissions, or ...) so the remedy is a bit more obvious in future.