Yeah,from the known issues list from Insider Hub:
The Music app will disappear if minimized within 16 seconds of launch. Just leave it in the foreground for 20 seconds or so and it should work just fine.
The Music app will stop if you open it and then minimize it within a very short time. We're aware of this issue, and are working to fix it. In the meantime, you can work around this by waiting 20-30 seconds to minimize the app after you launch it.
Love how in the first bullet point they're so precise in the first sentence with "16 seconds", yet they say "wait 20 seconds or so..." I've actually had this issue on my Windows Phone forever.
One thing I don't like is having an arbitrarily set limit on the number of background modern apps I can have on my Core i7 with 12GB of RAM because someone, somewhere, who is not me, and is not using my computer, might have a tablet.