Turning OFF Cloud Music Library.

Can I turn it off the CLOUD MUSIC Library on all my Apple devices, I have 2 iPhone and 2 iPads, at once? Or do I have to go individually to each device and turn it of there? And then in addition I have to go to MUSIC and make sure that SYNC LIBRARY is also unchecked. Why can this not be integrated into Preferences in MUSIC, in 1 place to make it easier for people who have multiple Apple devices? Storing your music in the Cloud makes having multiple different playlists amongst all my devices very complicated. The "old fashioned" way to go to Playlists and choose which ones you want to sync with each specific device was much easier and more intuitive. Now you have to hunt it down, and make sure that these changes are made to all devices. It does not help when an "update" changes this stuff especially when this is so poorly communicated to the end user, the customer.