How can I move library files with macOS Catalina's new media apps (Music.app, TV.app)?

Just as with iTunes before them, the new media apps allows us to create a new library, or select an existing library by holding alt and double-clicking the application's bundle in ~/Applications. But when I try to do this, I always get a dialog with this message: > You cannot change the video library at this time because the current library is in use by a device. Sign in without connected devices to change your video library. I 'ejected' my iPhone in Finder and it's not even on Wi-Fi as I try this. I have also signed out of my Apple ID in System Preferences. I'd like to move the library files somewhere else, because I don't find the default locations agreeable. How can I do this?