I'm not able to delete Apple Music downloads.

In the MacOS Music app, if I search Apple Music for a song, then select "Add to Library" on it, the downloaded icon appears next to the 3 dots, and the song is copied to my Music Media folder. If I then select "Remove Download", the downloaded icon disappears, but the song is still in my Music Media folder. If instead of "Remove Download" I select "Delete from Library", the song is removed from my list of songs but the download is still in my Music Media folder. So either way my Music Media folder just keeps growing with songs that were supposed to have been deleted. Is there something else we are supposed to do to delete downloads? Or is there some setting that would prevent the downloads from being deleted? Thanks for any help. Sequoia 15.0.1