About the only "lossless music" is flac files, and even the default music player in my Note 3 plays them. (Anything else, mp3, wav, etc., is compressed with a lossy algorithm.) Of course the speakers or earphones you're listening with introduce more loss of quality than most compression algorithms. And if you're over 30, or have been listening to really loud music all your life, your ears are introducing a lot of distortion - you can't hear the real sound (even the noise in the street) because many of the cilia in your inner ear are dead.
I suspect these days that most music players support flac files. The "f" is "free" (flac=free lossless audio codec), so it's cheap to incorporate the software in any music player you're writing.