While I agree with you Siri is plain awful, have you tried just saying “hey siri play Slayer”?

When you say “play some slayer on music” it makes it sound like you’re asking to play a band called “slayer on music”. Which it doesn’t understand so it needs to look it up for context, which means you’ll need to unlock your phone for security.

I just tested it personally and it played Slayer just fine.