This has to be one of the more ridiculous “features” of Apple Music. A user in my iTunes forum pointed out that he couldn’t play Beats 1 Radio over AirPlay from iTunes on his Mac. I thought this must be wrong, but I tried it. The AirPlay icon is visible in the iTunes toolbar when you’re playing anything else. But when you start playing Beats 1 Radio, it disappears. Here’s a video:
Seriously Apple? This is just weird. You can stream using AirPlay from an iOS device…
You can, however, choose an AirPlay device from your Mac’s audio settings. Or, Option-click the Volume icon in the menu bar (if you have it displayed there) and choose a device to stream to.