Hi guys,
I found a fix for now. It's not logical at all but it works.
I created a playlist in Xbox music on my surface pro, hooked up my 920 and opened the windows phone app (modern ui app).
Then I struggled for a while and I tried something totally random while desperate.
1. in Xbox music, select your playlist
2. Open the charm bar
3. Click on "share"
4. You should see the windows phone app in the list, select it
5. It'll ask you to share it with your phone
After a few seconds, all my 59 songs were sent to my phone.
Opened my music app on the 920 and my playlist was there!
Looks like the order wasn't matching the one on my tablet though. Not a big deal for me as I listen my playlist on random anyway.
Hope this helps!
EDIT: just checked the playlist again on my phone and the order is actually the exact same as on my tablet. No duplicates either. That's good news