I think the issue is that Apple overthought the issue of music files. I can create an MP3 file easily and text it to most people. Those with an Android based phone can tap on the file and hit the play button. Pretty simple! On an iPhone, however, Apple never really provided an easy, more automated pathway to do the same thing.
An MP3 file needs to be saved to Files. Next, you have to open the Files app, navigate to the MP3 you just saved there and tap on the file. It will open full screen on your iPhone with the name of the file at the top of the screen. In the middle of the screen, you'll see a gray zig-zag icon representing an audio stream. In the middle of this will be a round circle with a black play button. Just tap the play button and the MP3 will start playing.