I have this implemented but there's a key limitation on macOS currently when it comes to playback of DRM-protected Apple Music songs: This is handled by an Apple framework with limited configuration options for third party apps. That playback unfortunately ignores the app's playback settings of volume and AirPlay speaker. I've discussed this with my contacts at Apple and they acknowledge it's an issue on their end.

I am keeping a very close eye on new macOS releases and will enable this once the underlying issue is addressed.

I could enable it for DRM-free albums, but if you're then listening to a sequence of albums with some from DRM-protected and some DRM-free then some would play much louder than others... It's a tricky issue.