You can capture the sound and record it as a file in a format of your choice, but the average consumer will have a hard time recreating something that matches the experience that a well maintained streaming music service can offer.
We no longer even have to create playlist. We can just find an interesting playlist that someone else has created (for example a friend with good music taste, or a staff member who is payed to create playlist) and play it with one click. We can be pretentious all day long, but in the end instant gratification is instantly gratifying.
My library of pirated music is so out of date with my music taste that I would probably delete 95% of it, assuming the old drive that I put it on still works. It must be half a decade since I last spun it up. The only thing that leaves me unenthusiastic about streaming music is that these corporations hardly lift a finger to make it easy to contribute money to the artists.