Interesting. When I changed my Apple ID region I couldn't do it without canceling my subscription first. Just canceling wasn't enough though, as my current subscription period wouldn't end until later. I had to contact customer support to have them terminate my subscription prematurely to switch regions immediately.

After switching regions I also switched back to Spotify and I haven't bothered using it since. I just went back to check in the Apple Music after reading this—surprise surprise, all my playlists and songs are gone too.