But I'm being imprecise here. The OS is under the covers so this is an application we are talking about. It's name is Explorer (not Internet Explorer) and many find it has strong and weak points. For me I it's weak spot is that it hides files or does odd things like show what some may think is a duplicate but is just Explorer trying to be helpful.

Maybe in some future you'll get exactly what you want but for now you can try right clicking on My Music and under customize check off the "Apply this to all subfolders."
Bob