This issue is found in latest iOS versions. This issue is not seen in iPhone 5s with iOS 12.4.1 version but seen on iPhone Xs Max with iOS 13.2 version.
The issue is,
For iPhone without iTunes subscription
Siri command to access Music
"Play Album <Album name>" ~ Works fine
"Play Artist <Artist name>" ~ Works fine
"Play Song <Song name>" ~ Doesn't Work and it says “I’m sorry, I can’t find <Song name> in your library”.
For iPhone with iTunes subscription
Siri command to access Music
"Play Album <Album name>" ~ Works fine
"Play Artist <Artist name>" ~ Works fine
"Play Song <Song name>" ~ Searches for the songs in iTunes and plays from it. But it does not play the local music.