Or go back to the good old days and download/rip what you like to .mp3, .ogg, or .flac depending on your peference.

I have several thousand songs on my phone that I can listen to without the need for an internet connection, subscription fees, accounts, or anything.

There are tons of good FOSS local music player apps out there that you should check out. I use Auxio from the F-Droid store but have used others in the past.

On desktop, I use Elisa.

You can make sure your library is always up to date with your desktop by using syncthing.