In the Music app, share the playlist and choose Copy Link. Paste it into Safari. Then swap
https:// at the start for
music://. Then try it in Safari. You'll get something that works, but asks permission first. Then drag and drop this music:// link from the Safari address bar to the Finder (Desktop, a folder, or wherever) and you'll get a shortcut link. Double-clicking on that will take you directly to the playlist in Music.