But that's the way to do it. That's how all media on Lemmy works. You upload the media somewhere and then link to it. Then it's up to the clients to interpret that.

That most Lemmy servers integrate an upload service to host images and sometimes videos is just convenience and not necessarily part of the service. In the end the presentation is the same, a link to a file.

So I guess you could make a feature request to Lemmy and maybe Piefed to allow uploading mp3 files. And for the default web client to present a player for that file.

But as long as you have somewhere to upload your mp3 file to you should be able to post it right now.