When it was discovered that the classical planet are not stars?
On p.33 of the "Cambridge Concise History of Astronomy" it states that Hellenistic astronomers interpreted the variation in the brightness of the planets as a sign that they were closer or further away at various points of time. Unfortunately it doesn't have a deeper discussion here.

But on p.45 it discusses Ptolemy's thinking - he thought Mercury was, at its closest point, as close as the Moon and that the fixed stars were at the same distance as Saturn at its furthest point - the latter point suggesting that while the planets were seen as different, they might not have been thought of as being that different beyond the way they wandered.

To back that up further there is, for instance, a copy of an image from the Nuremberg Chronicle of 1493 on p.77 - here the planets are merely shown as wandering stars.