This whole feature is one of the main reasons which makes it absolutely impossible for me to switch (again) to Apple Music. I recently gave Apple Music again a try, but i really missed this feature. It also sounds that the recently Apple Music redesign won't bring any improvements regarding to this topic.
As a longtime Spotify user and Apple Music, I have to agree. The Spotify Connect feature is simply incredible. Being able to control whats playing from any device seems like a no brainer. Yet apple seems to be obsessed with Airplay and sending audio from one device to another, meaning you have to carryon on using that device. Very odd.
Even Youtube moved over to a 'pointer based" casting approach to remotely playing Videos. Instead of streaming it from the control device to the output device, it simply tells the output device to "go here" and lets the output device do its thing. This decoupling means you can control it from multiple places. Spotify goes a step further even in this regard.
Unfortunately Spotify doesn't work as well with our Mercedes GLC entertainment system so I use Apple Music there.