Listening to classical music is a very different experience than listening to modern music. Not in that one is better than the other, but the way the music is made is different. A Jay-Z song is a Jay-Z song, absent maybe a few covers, the artist and the song are tightly coupled. With classical music (which actually covers about 7 periods going back 1500 years until the present) the same composition can be performed by a wide variety of orchestras, ensembles, etc. I might prefer Tchaikovsky’s 1812 Overture as performed by the London Phillharmonic in 1995, where as you might prefer the same but the 2007 performance, or the New York Philharmonic instead. Some of the criteria for searching and sorting doesn’t map as well to the ones used more mainstream music.
Or you might have a favorite violinist and you want to find performances that include them. An app tailored to classical music can include that type of information that is unlikely to be used/needed for mainstream music.
Classical pieces also tend to be much longer and while they can be broken up into smaller parts, such as different movements, the listening style is going to be less shuffle or playlist based, listening to the entire performance is more common.
So while the regular Apple Music app can, of course, include Classical Music, a dedicated separate app can provide a better experience for people who are more into it. Similar to how you might want a separate audio book app, even though you could technically listen to audio books in the Apple Music app too.