I have avoided building my own stack by uploading everything into Youtube Music (which used to be Google Music, which ... whatever.)
It gets a little worse every day, and one day it'll get bad enough where the pain of sysadmining something new will be preferable to them.
No you do not. Just use an external drive and an MP3 player like some kind of caveman. There are plenty of high quality models out there. Additionally smart phones will let you store music on them to listen to using the player app of your choice (VLC or something).