This is a limitation of the DRM system, actually. The car stereo cannot be recognized as a licensed device. With the Fuze+, files transferred in MTP mode will be visible from the car stereo, as it can pass your media files in both connection modes, whether the car stereo is looking at the Sansa as a media device (MTP) or a mass storage device (MSC).
Though it is possible to import the files from Rhapsody (same situation with Napster), the head unit cannot decode them. The licensed device (the Fuze+) can decode the media and feed it to the AUX-IN connection of your Pioneer.
Some car stereos appear to be designed with this situation in mind, I have seen Panasonic and Delphi units that offer both direct decoding / import and an auxiliary input port in the same media device. I had a chance to inspect a Volkswagen system over the weekend, with several options: direct iPod control, file import via USB, and analog audio input, all in one outboard “translator” mounted in the center console. For this device, I was troubleshooting a data bus problem on the vehicle electronics side. Car audio is getting much more advanced, I assure you.
I look forward to a time when the stereo unit can properly recognize and decode the protected media, as it is an extension of your portable Sansa. The problem is that these head units can also import the media on to their hard drives, a limiting factor in media rights, as you are effectively transferring a copy of the media to another separate device, and this is a machine that doesn’t have internet access like authorizing a second PC. Purchased tracks, of course, are different, as they’re completely yours to transfer to your car stereo,with no DRM limitations.
For use in the car, I have a handy long cable for the Fuze+, using it as a standalone audio source. With a passenger in front or back, navigating about on the machine is really cool, easier than reaching for the dash-mounted head unit. My wife and children are tasked with navigation duties; I keep my eyes on the road looking for something to eat, hehe.