Apple Music on Windows doesn't add song to library when I open one

Since switching from iTunes to Apple Music on Windows, there's one feature I can't restore. I used to open the Mp3 by double clicking and it would be added to the library locally, then in a minute, upload to my cloud library, since I have iTunes Match. Now I double click, Apple Music opens, but I have to then manually add the song to my library. Is this intended? Why the change? Is it a setting? Thank you.