I'm ashamed to have to admit that @andrewilley was right, the Single Song playback was on. Many thanks for such a swift reply and sorry for wasting your time.
I am owning a Samsung Note 9 and I just got the update to Android 10. I noticed that now under shuffling the songs the player stops after each song and I have to tap the "play" button each time. It's probably something that will be fixed, I'm just raising the issue so that the developers could learn about the problem.