They aren't supposed to be.
Need an official statement?
Here's what I sent them as a question through the ticket system:
I was just notified by a friend that they had just downloaded tracks and they were M4P - protected files that won't playback outside of iTunes.
Can you verify this?
The track in question was Lick it - Kaskade & Skrillex from the Addicted to Bass, Dubstep... album.
I was considering purchasing the track for myself, but as a DJ, my DJ software won't play the DRM enabled files and that's a major concern to buy a product I can't use.
Thanks,
Ed Spencer.
Here's the reply I got direct from Apple:
Dear Ed,
Thank you for contacting iTunes Store Customer Support. My name is <Name> and I am happy to assist you today.
I understand that you would like to know if the song "Lick it" is DRM protected. I can imagine how eager you are to get the information about this song so you would know if you can play it in various software that you are using as a DJ. I'd be happy to look in to this and provide you necessary information about it.
Ed, after investigating on this issue, I have found that, unfortunately, we cannot view on our end if the song is DRM protected or not. The only way to know this, is to buy the song. If you would like to, you can go ahead and buy the song and if it is DRM protected, I will be glad to process a refund. But please make sure to inform me at your earliest convenience so I can process it.
I hope this information proves helpful in answering your concern. If you have further questions, please reply to this email and I'll be happy to assist you.
Thank you for choosing iTunes and iTunes Store. Apple appreciates your business.
Sincerely,
<Name>
iTunes Store/Mac App Store - Customer Support
NOTE: I removed the name just in case they frown on sharing this sort of stuff.

In other words, if you're in the US and let them know the track you downloaded is a DRM'd AUDIO track then they should process you a refund, or handle it somehow.
Keep in mind TV Shows, Movies and a few similar things are still DRM protected, just not the audio.
