Q: How do I transfer all of the music from my iPhone 6 to my new MacBook Pro without using iCloud?

The update process is a one way street from MBP to iPhone/iPod by Apples design.  Look for third party software to do that.

Ciao.

Your new computer needs to be authorized with your Apple ID.

All your iTunes/App Store purchases can be re-downloaded for free to your computer (Yes, you have to use iCloud).

These two articles should help.

Redownload or transfer your iTunes Store purchases from an iPhone, iPad or iPod to a computer - Apple Support

Transfer content from an iPhone, iPad, or iPod touch to a new device - Apple Support