Hi, I do not often reply, but I came across the exact same issue, but did not want to cancel my apple music, so i have a work around, but i understand this won't be the case for everyone.
I am in the UK, I was asked by the applestore to change to the US store, which I did, and then I was stuck on trying to change it back to the UK. Here is how I achieved changing it back without cancelling apple music. I had app updates that I had not done for awhile, (as I have not got auto updates turned on) they were a few banking apps and UK'ish apps. When my appstore was set to USA, I clicked on my UK banking application to update, it prompted me to change to the UK appstore, I clicked OK and then it changed my appstore back to UK. It did not then auto update my banking app, it is still waiting for me to click update.
Yes this is a huge pain to say to everyone, hey leave some applications in your "updates" section, so you can change appstores, but I am unsure of any other way.
Hope this helps somebody who was as frustrated as me.
RIP Steve Jobs - He wouldn't of let this happen!