Cross fade functionality on ITunes 12.04 not working

Just wanted to know if I'm missing something on the setup. Installed iTunes 12.04 on Windows PC running Windows 10. Used Apple Music subscription and tried to play custom playlist, which I downloaded to PC. Preferences set to cross fade songs at 12 seconds. Tried many times but all songs finish to its entirety and not cross fading with next song. Is this a bug or am I missing something in setup?