It`s work like some sort of notification only. You pull down the music then unlock the screen will bring you straight into music app from there you can scroll your music.

Ya lo what to do. Unless you downgrade back to Kit Kat. For me its not big deal just unlock and scroll the music takes less than a few second. The only thing i pening is the Waze. Until now my Waze in Note 4 / Lollipop still gt issue.