Additional info for the lazy: the name of the company is "Gravy Analytics", hence the name "Gravy Scanner" for this app. It's a large data broker, and they don't bother with pesky little details like "informed consent".
Anyway, they got hacked a month ago, and the hackers threatened to publicly release all the data.
I've got several hits, but none of them have permission to request my location. If I understand the README correctly, that should mean I'm safe, right?
Or go back to the good old days and download/rip what you like to .mp3, .ogg, or .flac depending on your peference.
I have several thousand songs on my phone that I can listen to without the need for an internet connection, subscription fees, accounts, or anything.
There are tons of good FOSS local music player apps out there that you should check out. I use Auxio from the F-Droid store but have used others in the past.
On desktop, I use Elisa.
You can make sure your library is always up to date with your desktop by using syncthing.