Well, just to be clear, authorized Zunes can still sync with Zune Marketplace downloaded songs, for those with a Groove/Microsoft Music subscription, but it requires modifying the registry for the old Zune software that unfortunately gets reset every time I start the software. Here's where you can find the Zune software:
https://www.microsoft.com/en-us/download/details.aspx?id=27163
See previous post for the registry edit to bring back the Marketplace, if you don't mind modifying your registry. I leave Zune software running all the time on the Windows 10 computer (another authorized device) that I use for syncing. It's not perfect (no Marketplace streaming on the computer means I have to use Groove to preview tracks to download), but it works in my case.
I have a Zune 30, Zune 120, Zune HD 16, and Zune HD 64 that have all by turns worked. The Zune 30 is retired now, but I use the other three still, rotating out a unit after 30 days, if required. The portability and selectability make it my favorite platform (20,557 songs on the 120). My biggest complaint is the sound quality (192 Kbps, I think), which is starting to get old.