This post is mostly just me bitching about the music industry but also genuine interest in what other people in this community do when it comes to music streaming. Apologies if this is an incomprehensible wall of text.
My favorite self-hosted project is Navidrome. I've been running it for years and it's been absolutely perfect the entire time. Related clients like Supersonic and Tempo have been fantastic as well. More than half of my donations to open source software have been to music related projects like these, I use them for multiple hours every day.
I'm giving up on using them though, because actually obtaining the music to stream has become harder and more expensive every year. Unlike self-hosted movie/tv streaming, the primary reason I self-host music is to support the artists. I feel better paying $10 for an album I enjoy compared to the artist getting pennies from me streaming it. I'm sure as hell not doing this to save money, I spend around $30/month on average on new music.
My only criteria for buying music is that it's at least CD-quality. Going back a few years, my options (ordered by preference at the time) were Bandcamp, Qobuz, 7Digital, the artist's own website, physical CDs that I'd rip myself, then finally giving up and using Soulseek. Bandcamp and Qobuz would typically cover 95% of what I was looking for, I'd rarely need to use Soulseek.
But over the course of those past few years...
Bandcamp was bought by Epic, then sold to Songtradr, half of its staff were laid off, and it's been a shell of its former self ever since. It seems like Bandcamp is now mostly ignored by artists, with albums rarely releasing or releasing far later than other platforms. It's genuinely a surprise when I find the artist or album I'm looking for on Bandcamp at this point.
Qobuz has been experiencing rapid enshittification as they try to get people to subscribe to their streaming service. Dark patterns added throughout the purchase and download process, albums being pulled from my account, and albums becoming more expensive (I'm seeing a whole lot more $15-$20 albums than $10 albums now).
7Digital is dead.
Artist websites rarely offer lossless downloads anymore. Last time I bought an album directly from an artist was Madeon in 2019, and that's now an archived page you have to go out of your way to find.
CDs are somehow still a reliable option, but I just cannot justify this anymore. At some point having a collection of 250 plastic discs that I rip precisely once and then store forever just doesn't make sense. I'm tired of buying physical clutter to get digital files. I sold a sizable chunk of my collection a few months ago.
Soulseek, the "fuck it I'm pirating it" option whenever I can't buy an album through any available means. Surprisingly even Soulseek seems to be suffering, I used to be able to find anything, but now even a slightly obscure release can be hard to find.
So now, my preferred options are Bandcamp, Qobuz if the album is less than $15, then Soulseek. I'm using Soulseek a hell of a lot more now, which defeats the point of why I do this in the first place. So fuck it, I subscribed to Tidal.
But like, what the fuck? Why is it so hard to give artists more money?
So, for others who self-host their music collection, or even still rock an iPod or something, what do you do? Do you buy lossy releases? Do you pirate everything? Is there a magical website that has every album for sale that I just don't know about? CDs? I can't be the only one with this problem, but I haven't seen anyone else talk about it.
The answer to your question of why it's so hard to give artists your money is exactly the same as it has been for ages for all media. The few companies who survived the consolidation of the industry have done everything in their power to make sure they are the gatekeepers of content. They buy and merge or kill off any competing companies or technologies.
They weren't successful with MP3s or with streaming because they didn't bother to understand the technology or that the Internet was the new marketplace and thought they could just do what they had done with physical media and pay for laws that protected their interests and sue everyone, but they ultimately lost control because you can't sue hundreds of millions of people like you can sue a few thousand stores. So they had to give the people what they wanted for a while so they could have time to buy up all of the companies.
But they've now done that and paid enough to get the laws and precedents on interpreting those laws that they wanted, so courts are becoming better at enforcing those laws more quickly. So they can pressure new tech that pushes the limits on interpreting the laws to not last long enough to get people hooked. And now that they've reconsolidated most of the market and technologies as capitalism tends to do if you're patient enough and there's no possibility of monopoly regulation or market disruption, we're stuck with pirate or use the garbage they feed to us and most artists are back to having to sign their art away and sleep with executives to get the marketing and distribution from the gatekeepers just to get a chance at success. The rest have to rely on word of mouth and self distribution which even online can be expensive without the advantages of centralized hosting providers, merchant accounts, and bandwidth.