No iCloud setting for music on iPhone XR

It sounds like you have come to this incorrect conclusion:

"I need iCloud to coordinate the music between my iPhone and my Mac."

Note instead the following points:

• An iPhone cannot serve as a music repository. Personal music must be stored elsewhere (e.g., a Mac).
• Music purchased in iTunes can always be downloaded to any Apple device.
• Personal music may be synced from a computer to an iPhone.

The Cook wrote:

What? So what happens if I get a new phone, how do I get my music back on to it?

Sync your iPhone, iPad, or iPod using your computer - Apple Support

You are only eligible to use the iCloud Music Library if you currently subscribe to Apple Music, iTunes Match, or both.