I think I see whats happening here, go to:
Settings > Lock Screen > Always On Display
Then change the option from Tap to show to Show always & make sure the Show music information option is also enabled.
The image you have posted in your topic shows the Always On Display screen, so I can't see how its disabled? Anyway, I was mistaken, the Tap to show & Show always option are for Always On Display itself rather than for music controls, so disregard that info.
For me, once the Music option is enabled @ Settings > Lock Screen > Widgets I have music controls on the lock screen, see image below.
You just have to double tap the screen when the display is off to bypass the Always On Display screen and get to the lock screen.