Hi Mike,
I'm not the developer but understand the workflow of this program, I've used it for years.
Think of apple music like pandora, A streaming music service. With that in mind your not playing music you own, just a stream a music that pandora or in this case apple has selected for you with your help.
With that being said, streaming programs cant be added to a playlist as its not actual songs, just a connection to their server playing music for you.
Great Question,
Chris G