Welcome to Android Central! When I choose notification tone on my Galaxy A32 5G running One UI 5.1, the heading on that second screen is "Sound", not "Audio Files", which suggests you still have some 3rd party sound picker active. It's not necessarily an app that plays music -- it could be something like a 3rd party file manager.
If you can't identify any 3rd party file manager, then go to Settings>Apps, tap the 3-dot menu button at the upper right, then Reset App Preferences. Now try picking a custom sound, and see if it gives you a couple of options to complete that task.