The question just about covers it. I've got 65GB of music I don't want to locally put on each of my (many) Windows 10 devices. I can't find an app that claims it works this way. Note, I don't want to download the files locally
Groove still does on Windows Devices. You just can't stream music from it's now defunct music service. I use Groove on my PC and 950XL to listen to music stored on OneDrive.