Not that I know of, unless self-hosting. I've gone back to ripping CDs and sometimes buying DRM-free HQ audio. Probably getting my purchases profiled, but at least I can download it and no one else has to know when, what, & how much I'm listening to.

For easier access I have a Jellyfin server on my home network. I plan to switch to navidrome or similar for a better, dedicated music experience as well as setting up secure access over the internet for me and my friends and family.