Nope. The music was generally licensed when those were popular. Ownership was retained by the licensor. Maybe in the wax cylinder era ownership of the music was usually passed with the physical media? That is getting to be before my time.
Interesting question and I did some research on it. (AI results were awful and downright misinformation by the way)
Early copyright law didn't explicitly cover music and audio recordings, because the technology did not exist or was not widely available at the time. However, I suspect that they may have been covered by early copyright laws.
Copyright Act of 1790 in the United States primarily focused on protecting written works, such as books, maps, and charts, while Early recordings were created in the 1870s.
Herbert v. Shanley Co., 242 U.S. 591 (1917), was a United States Supreme Court case in which the Court held hotels and restaurants that perform music must compensate composers, even if the venue is not separately charging patrons to hear the music.
From this, I infer that music during this time was copyrightable, so commercial production of it via wax cylinder would also be infringement.
