How to know if lossless is playing

I have Lossless enabled in the settings, and I’m not using AirPods or Dolby Atmos—just regular headphones or speakers. My internet connection is strong, and I’m not streaming over cellular data.

The small grey icon with the Lossless label only appears when I play All Too Well. If I switch to another song, the icon disappears. When I go back to All Too Well, the icon reappears. But this only happens with that single song—none of the others show the Lossless badge, even though I know they are available in Lossless format. I have the latest version of iOS.