I've seen other people post on this problem too. It might have to do with authorizations on your Mac. Here's a quote from this article: https://appleinsider.com/articles/19/10/08/how-to-turn-on-home-sharing-in-the-music-and-tv-apps-in-macos-catalina
"Where it goes wrong
"Apple's built-in Home Sharing isn't gigantically customizable and it doesn't offer a lot of options to choose from, but using it and setting it up is straightforward. Where you may find a problem is when you come to turn on Home Sharing on your Catalina Mac. It's possible that you'll find you can't tick the Media Sharingbox.
"Oddly, even when that is unavailable, you can still go into the sharing section and turn on Home Sharing. You can turn it on, you'll be prompted to authenticate with your password, and you can then choose the options about sharing with guests, but it doesn't matter.
"If you can't first tick that Media Sharing button, your Mac ignores everything you do in the section.
"The issue is likely to be related to authorizations on your Mac. Even if you believe your Mac was authorized to play your iTunes media, the move to Catalina appears to sometimes undo that.
"To fix it, authorize your Catalina Mac in Music and TV. In our testing, we've found that rarely you may have to deauthorize all of your Macs first and then re-authorize them in Music and TV —and then Home Sharing will work."
