Or you could just buy a CD/DVD player or audio file player and have the same ad-free experience but with modern signal quality and for a fraction of the cost. Heck a saved library on a laptop running some kind of audio player like WinAMP and disconnected from the internet would also give you that experience. Could even use Windows XP or a classic Linux for that nostalgia since it wouldn't be internet connected.
I also have that set-up. Which is likely why there is something to enjoy from a purely analog sound system: I enjoy how the technology works, which isn't necessarily a sound quality experience.
What you are looking for here is something from the OG iPod line. There are some guides out there on how to build something similar with a raspberry pi.
CDs are digital media, not analog. I actually mentioned them in a reply to this guy, that they are both cheaper and better audio quality because they are digital.
I highly recommend MusicBee for windows. It works well out of the box and has tools to organize your library for you and do other tasks. It's all local and free. (You need to bring your own music files)
I got 20+ years of harddrives on my local server. I use an old rig in the main room with fubar2000 and milkdrop plugin, all hard wired on LAN. It works just fine for when I am not in my office.
But separately I have my dad's old phonograph and some records for when I'm working in the garage. Unfortunately that setup suffers on the speaker end more than anything. Poor things been through a dozen moves across cities and states.