I wondered that myself. I copied my settings from my other phone when I set my 5a up so it should have been toggled on since it apparently was on on the other.
I have tried YouTube Music and Amazon Music which does not work but the player does show up when using Spotify. Really weird because you'd think if any would work with a Google phone it'd be YT music.
Anybody else missing the media player in the quick settings or in general? When I'm playing music there's nothing on the lock screen or in the quick settings.