Why can't I play downloaded Apple Music songs on two devices simultaneously anymore?

We have several devices and PCs in the family that all share an Apple ID for iTunes. We have Apple Music on this account and have become accustomed to more than one of us playing Apple Music songs at the same time. We're very familiar with the music stopping when one of us is streaming a song and someone else starts streaming.

You can only have one person at a time STREAMING, but if the Apple Music song has been downloaded to the device it has always worked fine to play downloaded Apple Music songs on multiple devices at once. I was told specifically by an Apple tech support engineer that this is how it works and that playing downloaded Apple Music on multiple devices works fine.

But no longer! We are now seeing that even if two devices are playing Apple Music songs that are downloaded it will still stop the other ones from playing each time you press play on one. And we've confirmed that putting the phone in Airplane mode prevents it from getting or sending these kill signals, so the song keeps playing on both devices. And this further confirms that the songs are, in fact, downloaded.

So what's up with this? Can anyone confirm the behavior we're seeing now? Can anyone confirm that the behavior has recently changed?

And please don't tell me I should switch to the Apple Music family plan. That requires Family Sharing, which was an absolute disaster when we tried switching to it.

Dave