yes, this has been the case since the start…
Denon and streaming is pretty difficult, if not impossible to use depending on your workflow. I use it as a backup, or just for fun. I have a pro Link subscription and love to just ‘jam’ with the beaport collection on the fly. Forget about prepping for gigs or anything like that, let alone actually playing live with streaming. It can work, but its far from perfect and much less robust than downloading songs. Get a subscription at that zip dj pool instead and just download your songs.
What you can do is preparing in Rekordbox, or on the Beatport dj web app, but this defeates the purpuse of the Denon standalone machines, right? Im guessing they work hard to get this solved, but cant get it to work, or its feature nr 834 on their to-do list, i dont know, because its such an important thing for dj’s, specially starting ones.