Mac Mini on Sonoma not playing CDs in external hard drive, only after importing into Music

I have a Mac Mini which has been running on Sonoma, with an external apple CD drive.

When I insert CD it'll show and will let me import it, however it will not play it from the external drive. That is so super annoying because not all CDs do I want to import completely.

How do I get it to play in the external drive without import?