Hello flaviojesus2,
When using Apple Music with Alexa, music is controlled by Alexa, not using the Apple Music app on your Apple devices. You can learn how to do this in section, 'Ask Alexa to play your music' here below: Play Apple Music with Alexa - Apple Support
Ask Alexa to play your music
You can ask Alexa to play songs, artists, albums, or genres from Apple Music. You can also play playlists from Apple Music's editors or playlists in your iCloud Music Library. Say something like "Alexa, play Chill radio on Apple Music," or "Alexa, play Ariana Grande on Apple Music."
If you want to listen to Apple Music in stereo or across multiple rooms, create a Multi-Room Music group in the Alexa app. After you set this up, you can listen to Apple Music on two or more Echo devices at the same time.
If you were hoping to control Apple Music with Alexa using the Music app on your Apple devices, then it may be best to provide Apple with your feedback here: Product Feedback - Apple (Keep in mind, all feedback is reviewed, but you may not hear back on any given. Apple does not request unsolicited ideas.)
We hope this helps out.
Take care.