Not exactly. If I'm playing music, then run another app that uses audio output, the music stops. The player keeps playing (IOW, if I return to it a minute later, it's played another minute's music), but there's no audio coming from it. A phone call will kill turn by turn instructions from a map app. Some hardware can only be connected to by one app at a time.
This isn't an S6 thing, it's an Android thing. (It may also be an iPhone and Windows thing - I don't have any of them to check it.)