Apple Music adding songs to library automatically - Can I stop this?

I was having a problem with volume levels in Apple Music. I would play an MP3 file not in Apple Music rather just in a folder on my MacBook Pro. (I would just double click the file to launch Apple Music to play it.). I finally dragged the MP3 file into the Apple Music Library. This seems to have fixed the fluctuating volume level problem.

However, it now appears that every time I launch an MP3 file from a folder (again, not from the Apple Music Library), it adds the file to the Apple Music Library. I do not want these sound files added to my library. Is there any way to stop this behavior? Note - The “automatic download” setting is unchecked.

Thanks