Go to the in-game store , click on the route / loco that you own , then it should go to the Microsoft store , click the route again , then press ‘download’ . Tell me if this doesn’t work
Just to check you OWN the TSW2020 core game and don't just have it on Gamepass? - If you have it on Gamepass - you don't own it so it won't come across.
Thats good news - https://forums.dovetailgames.com/threads/is-your-preserved-collection-on-disc-read-this.25166/ could be of assistance as well