The fading of the Apple Music subscription songs requires that the entire phone volume be quickly taken down to zero and then restored. That fading happens at the last second of those songs and the beginning if you have a cue time selected.
In most cases, the volume should be restored correctly after that process. I did notice at least one use case where that process could be interupted so there is a fix for that in the latest version. Try going to the app store, searching for Walkout Songs DJ and get the latest version. 2.3.12 or higher.
If you still have issues, I would recommend purchasing the individual songs you are using from iTunes or Amazon. For songs not rented from Apple Music subscription, my app can access the raw audio data and fade using an audio effect rather than messing with the phone volume.
