You can stream but not subscribe in a few ways.

You can build a collection of music on your own server using Navidrome, Nextcloud Music, Jellyfin, or Plex (proprietary) and then stream it to devices. You can find music with Soulseek (Nicotine+), torrent, and other methods.

You can stream Spotify, Youtube, Soundcloud, Bandcamp and others without any account or advertising. Many of these tools for doing so also allow you to download the music. Newpipe, Nuclear, Spotube…