Why does some music player apps play music as an overlay when a track is opened from file manager?

[Android Central Question]

When browsing through tracks in file manager and if I click on a track, the Play Music app plays it as an overlay. If I click anywhere else, it immediately exits the track. Which is weird because to listen to the full track, I should not do anything. Anyone have any idea to change the settings so tracks play in the background and not as an overlay?