I'm sorry, but you just don't understand this and I'm not sure that a quick response will be enough, but I'll try. My 2018 Mini is running Catalina natively. I don't have to "log out" of anything to listen to music, I can do that with the standard Catalina Music app (the replacement for iTunes). But, in my case, I don't have any music files on this Mac, they are all on a separate Mini that is a dedicated media server (running iTunes under Mojave). It can easily be accessed as a shared library. And, of course, I can also access all my iTunes purchases in the cloud using the Music app. But most of the time, I don't use this Mac at all for listening to music, that's what the media server is for. It's connected to my stereo system with speakers in different parts of the house. I can also access video directly on the server, via two Apple TV's, an iPhone, iPad and other Macs.
I really thought I'd explained the rest already, but one more time.... I previously had a Windows PC that I used for some specialized software. I also had an 2012 Mini that I could dual-boot into either Mountain Lion or Sierra. This was necessary to run some very expensive old software I can't afford to replace. Specifically, I used FileMaker Pro 11 on Sierra. This is not compatible with Catalina and beyond and would cost about $550 to upgrade. The old version meets my needs, I'm retired on a fixed income and don't want to spend money for no good reason.
I also have a CAD program, Vectworks 2008, that won't run on anything newer than Mountain Lion. It would cost about $1500 to upgrade. Then there's a 3d Modelling program, Strata3d cx, that won't run on anything newer than Mountain Lion. It would also cost about $1500 to replace. All these programs actually run faster in my virtual machines than they ran natively on the old hardware. Same thing with my Windows software.
Virtual Machines are stored in files. Parallels automatically takes "snapshots" of these so you can easily revert to previous configurations. And the VM files are backed up along with everything else when I do a Carbon Copy clone. So there is no need to "spend the next month" restoring them if needed. I could just boot into my CC Clone and use them right away.
This is all substantially easier than maintaining three separate machines (one for Windows, one for legacy Mac plus a new Mac). It is also much more productive since it all runs on one machine where I can easily copy/paste between the VM's instead of transferring files over a network. Also great to clear two extra computer off my desk. I never imagined this would work so well, it's a huge improvement in my workflow and after one year, I'm still delighted.