Red Dead Online

Are you sure that you purchased the full Red Dead Redemption 2 and not just the Red Dead Redemption 2: Story Mode. If you purchased the Story Mode, then you need to own Red Dead Online in order to play it. Story Mode is just DLC for Red Dead Online and cannot be played or installed without Red Dead Online.

Since Red Dead Redemption 2: Story Mode is just an add-on for Red Dead Online, you just need to purchase Red Dead Online in order to keep playing.

Red Dead Redemption 2: Story Mode is just an add-on for Red Dead Online. Red Dead Online is required in order to play Story Mode. Since RDO was removed from Game Pass, you would need to purchase Red Dead Online in order to keep playing the add-on for that game.

Firstly, the retail full version of Red Dead Redemption 2 on disc already includes Red Dead Online so unless you have transitioned to a digital only console, you wouldn't need to purchase it again.
Secondly, which digital version did you purchase? There is the full game Red Dead Redemption 2. There is also Red Dead Online, which is obviously the online part. And then there is Red Dead Redemption 2: Story Mode, which is just a DLC for Red Dead Online (owning Red Dead Online is required) which allows you to play the single player campaign.
Please check your purchase history to see which one you have purchased.

Did you purchase the full game Red Dead Redemption 2 or did you purchase Red Dead Redemption 2: Story Mode, which is an add-on for Red Dead Online? If you purchased Story Mode, then you need to purchase Red Dead Online to keep using the add-on. Story Mode is not a stand alone game. Red Dead Online used to be on Game Pass but was removed back in September.