In simple words, you should subscribe to save money. Every time you play a song, you incur data charges. Even if you are playing the same song, which we generally do. Just a back of the envelop calculation, playing just 5 songs repeatedly every day for a month will consume data worth at least Rs 125. But if you subscribe, you can download unlimited songs and play them offline to save your data costs.
Please feel free to "Contact Us" via "Help & Support" section, which is easily available on your Wynk music app, with details of your data plan and your listening behaviour if you want to know how much approximately you can save through subscribing.