iTunes stores songs directly in iTunes Media folder, not under Music

Since El Capitan, whenever I play a song on the Mac, the file I play is copied from the iTunes Media/Music folder structure to iTunes Media directly.

So what was

iTunes Media/Music/Peter Gabriel/Growing Up Live/Here Comes the Flood.mp3

becomes now

iTunes Media/Peter Gabriel/Growing Up Live/Here Comes the Flood.mp3

The same happens when I import new files.

The iTunes Media folder setting has not changed in Preferences. Has anybody seen this as well?

Michael