Prevent Apple Music from stopping when display is switched off in clamshell mode

I use my MacBook Pro M1 14" in clamshell mode attached to two 4k monitors. I also have my work PC attached to the same monitors. When I play Apple Music on my Mac, then switch the monitor to my work PC, Apple Music stops. I have adjusted the settings in Settings/Battery to not put the Mac to sleep when possible and to not put it to sleep when the display turns off but this issue still occurs.

This is something that just works in Windows. I thought Macs were supposed to be better at this stuff than Windows to justify their premium price...guess not.