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The "problem" lies within the trial mode of all games:

"An eight-minute trial period is enforced for Indie Games, after which, if the player has not yet purchased the game, the game will end and inform them they need to purchase the full version to keep playing. The developers have no control over this trial period.[15] This limit was initially four minutes but feedback from players and developers extended the trial period.[16]"

I think the console doesn't know if you have purchased the game or not since it's exactly the same file in both cases, so you have to be online so the Microsoft servers can check it.