I'm loving Music, as people who know me no doubt know.
Having got things nice and smooth on my Mac and on my iPhone, I was somewhat disappointed to find that my chosen music ( that which I'd "liked" and added to my music library: -
did not appear in ... my music library on another iOS device: -
Thankfully the Music app came to my rescue when I attempted to add a song to My Music on the iOS device, I was kindly presented with this: -
That's what I was missing :-)
Off to the Settings app, and select: -
and we're all good to go :-)